Time series forecasting: obtaining long term trends with self-organizing maps
Geoffroy Simon, Amaury Lendasse, Marie Cottrell, Jean-Claude Fort and Michel Verleysen
Pattern Recognition Letters
Kohonen self-organisation maps are a well know classification tool, commonly used in a wide variety of problems, but with limited applications in time series forecasting context. In this paper, we propose a forecasting method specifically designed for multi-dimensional long-term trends prediction, with a double application of the Kohonen algorithm. Practical applications of the method are also presented.