Time Series Prediction using Dirrec Strategy

Author

Antti Sorjamaa
Amaury Lendasse, Missouri University of Science and TechnologyFollow

Abstract

This Paper Demonstrates How the Selection of Prediction Strategy is Important in the Long-Term Prediction of Time Series. Two Strategies Are Already Used in the Prediction Purposes Called Recursive and Direct. This Paper Presents a Third One, Dirrec, Which Combines the Advantages of the Two Already Used Ones. a Simple K-Nn Approximation Method is Used and All Three Strategies Are Applied to Two Benchmarks: Santa Fe and Poland Electricity Load Time Series.

Recommended Citation

A. Sorjamaa and A. Lendasse, "Time Series Prediction using Dirrec Strategy," ESANN 2006 Proceedings - European Symposium on Artificial Neural Networks, pp. 143 - 148, European Symposium on Artificial Neural Networks, Jan 2006.

Department(s)

Engineering Management and Systems Engineering

Comments

Academy of Finland, Grant IST-2002-506778

International Standard Book Number (ISBN)

978-293030706-0

Document Type

Article - Conference proceedings

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2024 European Symposium on Artificial Neural Networks, All rights reserved.

Publication Date

01 Jan 2006