Mutual information and k-nearest neighbors approximator for time series prediction

被引:0
|
作者
Sorjamaa, A [1 ]
Hao, J [1 ]
Lendasse, A [1 ]
机构
[1] Helsinki Univ Technol, Neural Network Res Ctr, FIN-02150 Espoo, Finland
关键词
time series; input selection; mutual information; k-NN;
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
This paper presents a method that combines Mutual Information and k-Nearest Neighbors approximator for time series prediction. Mutual Information is used for input selection. K-Nearest Neighbors approximator is used to improve the input selection and to provide a simple but accurate prediction method. Due to its simplicity the method is repeated to build a large number of models that are used for long-term prediction of time series. The Santa Fe A time series is used as an example.
引用
收藏
页码:553 / 558
页数:6
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