Local weighted approach to time series forecasting

Authors:
Ventsislav Nikolov
Affiliations:
Technical University of Varna
Venue:
Proceedings of the 12th International Conference on Computer Systems and Technologies
Year:
2011

Citing 2
Cited 0

Computering simulation of schedule algorithm for high performance packet switch node modelled by the apparatus of generalized nets

Proceedings of the 11th International Conference on Computer Systems and Technologies and Workshop for PhD Students in Computing on International Conference on Computer Systems and Technologies
Optimizations in time series clustering and prediction

Proceedings of the 11th International Conference on Computer Systems and Technologies and Workshop for PhD Students in Computing on International Conference on Computer Systems and Technologies

Quantified Score

Hi-index	0.00

Visualization

Abstract

In this paper an approach is proposed for associating priorities to the data according to their actuality and using of local neural network forecasting method. For this purpose modified learning rules are derived that lead to shifting of the prototype vectors in the self-organizing map and weighted training in the multilayer perceptron. This method is generally applicable to the forecasting of long and complex time series.