PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

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 Volume 26, Number 12, pp. 1795-1808, 2005. ISSN 0167-8655

Abstract

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.

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EPrint Type:Article
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:1656
Deposited By:Amaury Lendasse
Deposited On:28 November 2005