Time-series prediction based on pattern classification

被引:7
|
作者
Zeng, Z [1 ]
Yan, H [1 ]
Fu, AMN [1 ]
机构
[1] Univ Sydney, Sch Elect & Informat Engn, Sydney, NSW 2006, Australia
来源
关键词
time-series prediction; lag vector; pattern classification; probabilistic relaxation; multi-layer perceptron;
D O I
10.1016/S0954-1810(00)00026-1
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
In this paper, a new time-series predication method is proposed based on pattern analysis. In this method, basic patterns and their probabilities are extracted from a time series. A probabilistic relaxation method is employed to classify the probability vectors of the basic patterns. In order to verify the effectiveness of the proposed method, several experiments are carried out on a simulation signal and real data. The results show that the proposed method has advantages over existing methods in some applications. (C) 2001 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码:61 / 69
页数:9
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