Double quantization of the regressor space for long-term time series prediction: method and proof of stability

The Kohonen self-organization map is usually considered as a classification or clustering tool, with only a few applications in time series prediction. In this paper, a particular time series forecasting method based on Kohonen maps is described. This method has been specifically designed for the pr...

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Veröffentlicht in:Neural networks 2004-10, Vol.17 (8), p.1169-1181
Hauptverfasser: Simon, Geoffroy, Lendasse, Amaury, Cottrell, Marie, Fort, Jean-Claude, Verleysen, Michel
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container_end_page 1181
container_issue 8
container_start_page 1169
container_title Neural networks
container_volume 17
creator Simon, Geoffroy
Lendasse, Amaury
Cottrell, Marie
Fort, Jean-Claude
Verleysen, Michel
description The Kohonen self-organization map is usually considered as a classification or clustering tool, with only a few applications in time series prediction. In this paper, a particular time series forecasting method based on Kohonen maps is described. This method has been specifically designed for the prediction of long-term trends. The proof of the stability of the method for long-term forecasting is given, as well as illustrations of the utilization of the method both in the scalar and vectorial cases.
doi_str_mv 10.1016/j.neunet.2004.08.008
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subjects Computer Science
Forecasting
Long term forecasting
Machine Learning
Mathematics
Method stability proof
Monte Carlo Method
Neural Networks (Computer)
Poland
Power Plants
SOM
Statistics
Time series
Trend prediction
title Double quantization of the regressor space for long-term time series prediction: method and proof of stability
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