A combined prediction model for multi-dimensional time series
Received date: 2016-04-04
Online published: 2016-11-15
赵亚伟 , 陈艳晶 . 多维时间序列的组合预测模型[J]. 中国科学院大学学报, 2016 , 33(6) : 825 -833 . DOI: 10.7523/j.issn.2095-6134.2016.06.015
Time series prediction has attracted more and more attention due to its applications in various areas, but scant attention has focused on multivariate time series prediction. By using multi-dimensional time series one can get more information about the system. Considering this problem, we propose a combined prediction model for multi-dimensional time series based on k-NN and BP neural network. We use k-NN and BP neural network to get two prediction results, respectively. Then we reuse BP neural network to get the final prediction results. The experimental results show that the proposed method outperforms k-NN and BP neural network in prediction.
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