Long-term time series forecasting using self-organizing maps : the double vector quantization method
(2003) ANNPR 2003, Artificial Neural Networks in Pattern Recognition — Location: Florence (Italy) (12.September.2003)
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- Authors
- 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 long-term trends prediction, with a double application of the Kohonen algorithm. We also consider practical issues for the use of the method.
- Affiliations
Université Paris 1 SAMOS-MATISSE
Citations
Simon, G., Lendasse, A., Cottrell, M., & Verleysen, M. (2003). Long-term time series forecasting using self-organizing maps : the double vector quantization method. Proceedings of ANNPR 2003, Artificial Neural Networks in Pattern Recognition, p. 8-14. https://hdl.handle.net/2078.5/225720