A Time Series Forecasting Method
This paper proposes a novel time series forecasting method based on a weighted self-constructing clustering technique. The weighted self-constructing clustering processes all the data patterns incrementally. If a data pattern is not similar enough to an existing cluster, it forms a new cluster of it...
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2017-01-01
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Series: | ITM Web of Conferences |
Online Access: | https://doi.org/10.1051/itmconf/20171203008 |
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doaj-01f28da28b1a40d09a542502269329522021-03-02T09:41:40ZengEDP SciencesITM Web of Conferences2271-20972017-01-01120300810.1051/itmconf/20171203008itmconf_ita2017_03008A Time Series Forecasting MethodWang Zhao-Yu0Lin Yu-Chun1Lee Shie-Jue2Lai Chih-Chin3Department of Electrical Engineering, National Sun Yat-sen UniversityDepartment of Electrical Engineering, National Sun Yat-sen UniversityDepartment of Electrical Engineering, National Sun Yat-sen UniversityDepartment of Electrical Engineering, National Sun Yat-sen UniversityThis paper proposes a novel time series forecasting method based on a weighted self-constructing clustering technique. The weighted self-constructing clustering processes all the data patterns incrementally. If a data pattern is not similar enough to an existing cluster, it forms a new cluster of its own. However, if a data pattern is similar enough to an existing cluster, it is removed from the cluster it currently belongs to and added to the most similar cluster. During the clustering process, weights are learned for each cluster. Given a series of time-stamped data up to time t, we divide it into a set of training patterns. By using the weighted self-constructing clustering, the training patterns are grouped into a set of clusters. To estimate the value at time t + 1, we find the k nearest neighbors of the input pattern and use these k neighbors to decide the estimation. Experimental results are shown to demonstrate the effectiveness of the proposed approach.https://doi.org/10.1051/itmconf/20171203008 |
collection |
DOAJ |
language |
English |
format |
Article |
sources |
DOAJ |
author |
Wang Zhao-Yu Lin Yu-Chun Lee Shie-Jue Lai Chih-Chin |
spellingShingle |
Wang Zhao-Yu Lin Yu-Chun Lee Shie-Jue Lai Chih-Chin A Time Series Forecasting Method ITM Web of Conferences |
author_facet |
Wang Zhao-Yu Lin Yu-Chun Lee Shie-Jue Lai Chih-Chin |
author_sort |
Wang Zhao-Yu |
title |
A Time Series Forecasting Method |
title_short |
A Time Series Forecasting Method |
title_full |
A Time Series Forecasting Method |
title_fullStr |
A Time Series Forecasting Method |
title_full_unstemmed |
A Time Series Forecasting Method |
title_sort |
time series forecasting method |
publisher |
EDP Sciences |
series |
ITM Web of Conferences |
issn |
2271-2097 |
publishDate |
2017-01-01 |
description |
This paper proposes a novel time series forecasting method based on a weighted self-constructing clustering technique. The weighted self-constructing clustering processes all the data patterns incrementally. If a data pattern is not similar enough to an existing cluster, it forms a new cluster of its own. However, if a data pattern is similar enough to an existing cluster, it is removed from the cluster it currently belongs to and added to the most similar cluster. During the clustering process, weights are learned for each cluster. Given a series of time-stamped data up to time t, we divide it into a set of training patterns. By using the weighted self-constructing clustering, the training patterns are grouped into a set of clusters. To estimate the value at time t + 1, we find the k nearest neighbors of the input pattern and use these k neighbors to decide the estimation. Experimental results are shown to demonstrate the effectiveness of the proposed approach. |
url |
https://doi.org/10.1051/itmconf/20171203008 |
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