Research on Time Series Forecasting Model Based on Moore Automata

摘要：

For time series data mining (TSDM), the problem of time series forecasting has attracted wide attention as solving it actually paves a way to extrapolate past behavior into the future. Researchers have long been interested in modeling the problem by linear regression, neural network, chaos, support vector machines, etc. In this paper, we explore the use of Moore automata for time series forecast modeling and demonstrate how the Moore automata can be converted to solve the problem with regression methods. The effectiveness of the proposed approach has been verified by experiments.

关键词： Time Series Forecasting Data Mining Automata

作者: Yixiong Chen Zhongfu Wu Zhiguo Li Yixing Zhang

作者单位: Chongqing University School of Computer Science 400044 Chongqing China Shanghai Baosight Software Corporation 400039 Chongqing China Fudan University School of Mathematical Sciences 200433 ShangHai China

会议类型: 国际会议

会议名称: 6th International Conference on Advanced Data Mining and Applications(第六届先进数据挖掘及应用国际会议 ADMA 2010)

会议地点: 重庆

会议语种:英文

页码: 98-105

在线出版日期: 2010-11-19（万方平台首次上网日期，不代表论文的发表时间）