A combined prediction model for multi-dimensional time series

doi:10.7523/j.issn.2095-6134.2016.06.015

Abstract

Abstract:

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.

Key words: multi-dimensional time series prediction, k-NN, BP neural network

CLC Number:

TP311.13

ZHAO Yawei, CHEN Yanjing. A combined prediction model for multi-dimensional time series[J]. , 2016, 33(6): 825-833.

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