Time series extrapolation using hierarchical case-based reasoning

  • Authors:
  • Yin Tang

  • Affiliations:
  • Lab of e-Commerce, Management College, Jinan University, Guangzhou, P.R. China

  • Venue:
  • SPPRA'06 Proceedings of the 24th IASTED international conference on Signal processing, pattern recognition, and applications
  • Year:
  • 2006

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Abstract

Based on a unified description of similarity models, this paper proposes a general hierarchical framework for reusing cases at several levels of abstraction, which is particularly designed for describing and extrapolating the time series. We show how the idea of hierarchical case-based reasoning is involved within the context of time series similarity assessment, and several key issues in CBR are discussed. Finally, An implementation on futures prediction using this framework illustrates the idea we developed.