SOM time series clustering and prediction with recurrent neural networks

  • Authors:
  • Aymen Cherif;Hubert Cardot;Romuald Boné

  • Affiliations:
  • Université François Rabelais Tours, Laboratoire d'informatique, 64 avenue Jean Portalis, 37200 Tours, France;Université François Rabelais Tours, Laboratoire d'informatique, 64 avenue Jean Portalis, 37200 Tours, France;Université François Rabelais Tours, Laboratoire d'informatique, 64 avenue Jean Portalis, 37200 Tours, France and Ecole Nationale d'Ingénieurs, du Val de Loire, Rue de la Chocolateri ...

  • Venue:
  • Neurocomputing
  • Year:
  • 2011

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Abstract

Local models for regression have been the focus of a great deal of attention in the recent years. They have been proven to be more efficient than global models especially when dealing with chaotic time series. Many models have been proposed to cluster time series and they have been combined with several predictors. This paper presents an extension for recurrent neural networks applied to local models and a discussion about the obtained results.