Long-term time series prediction using k-NN based LS-SVM framework with multi-value integration

Zifang Huang, Mei Ling Shyu

Research output: Chapter in Book/Report/Conference proceedingChapter

10 Scopus citations

Abstract

Time series modeling and prediction are very attractive topics, which play an important role in many fields such as transportation prediction [4], power prediction [13, 18], and health care study [7]. The purpose of time series prediction is to forecast the values of data points ahead of time, where long-term time series prediction is to make the predictions multi-step ahead. The prediction process is commonly performed by observing and modeling the past values, and assuming that the future values will follow the same trend. When the prediction horizon increases, the uncertainty of the future trend also increases, rendering a more challenging prediction problem. Researchers have dedicated their effort to study how to extract as much knowledge as possible from the past values, and how to better utilize such knowledge for long-term time series prediction. There has been previous research work in order to tackle this challenge based on some classical time series prediction approaches, such as exponential smoothing [12], linear regression [14], autoregressive integrated moving average (ARIMA) [33], support vector machines (SVM) [25], artificial neural networks (ANN) [10, 33], and fuzzy logic [10].

Original languageEnglish (US)
Title of host publicationRecent Trends in Information Reuse and Integration
PublisherSpringer-Verlag Vienna
Pages191-209
Number of pages19
ISBN (Electronic)9783709107386
ISBN (Print)9783709107379
DOIs
StatePublished - Jan 1 2012

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ASJC Scopus subject areas

  • Computer Science(all)

Cite this

Huang, Z., & Shyu, M. L. (2012). Long-term time series prediction using k-NN based LS-SVM framework with multi-value integration. In Recent Trends in Information Reuse and Integration (pp. 191-209). Springer-Verlag Vienna. https://doi.org/10.1007/978-3-7091-0738-6_9