Time Series Forecasting: Obtaining Long Term Trends with Self-Organizing Maps

Details Time Series Forecasting: Obtaining Long Term Trends with Self-Organizing Maps Time Series Forecasting: Obtaining Long Term Trends with Self-Organizing Maps

2007-01-08

arxiv.org/abs/cs/0701052v1

Pattern Recognition Letter 26 n0; 12 (05/2005) 1795-1808

Computer Science

Learning

\`{a} la suite de la conf\'{e}rence ANNPR, Florence 2003

Scientific paper

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.

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