A New Hybrid Model for Time-series Prediction

被引：0

作者：

Pan, Feng ^{[1
]}

Xia, Min ^{[1
]}

Bai, En'jian ^{[1
]}

机构：

[1] Donghua Univ, Coll Informat Sci & Technol, Shanghai 201620, Peoples R China

来源：

PROCEEDINGS OF THE 8TH IEEE INTERNATIONAL CONFERENCE ON COGNITIVE INFORMATICS | 2009年

关键词：

Time series; Prediction; ANN; Autoregression; Hybrid;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

This paper proposed a new hybrid model in order to increase time series prediction accuracy. This hybrid model considers the routine time prediction technique like AR, ANN or any others as atomic building block. A linear hybrid technique is used to combine their forecast result into the final result. The hybrid algorithm was tested against three different kinds of time series data. Experiments results showed the effectiveness of the proposed hybrid model.

引用

页码：281 / 286

页数：6

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