Time series forecasting: Obtaining long term trends with self-organizing maps
(2005) 1st IAPR TC3 Workshop on Artificial Neural Networks in Pattern Recognition — Location: Florence(Italy) (12.September.2003)
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- 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. (c) 2005 Elsevier B.V. All rights reserved.
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Citations
Simon, G., Lendasse, A., Cottrell, M., Fort, J., & Verleysen, M. (2005). Time series forecasting: Obtaining long term trends with self-organizing maps. Pattern Recognition Letters, 25(12), 1795-1808. https://doi.org/10.1016/j.patrec.2005.03.002 (Original work published 2005)