DMCA
Pattern Modelling in Time-Series Forecasting (2000)
| Venue: | Cybernetics and Systems - an International Journal |
| Citations: | 4 - 0 self |
BibTeX
@ARTICLE{Singh00patternmodelling,
author = {Sameer Singh},
title = {Pattern Modelling in Time-Series Forecasting},
journal = {Cybernetics and Systems - an International Journal},
year = {2000},
volume = {31},
pages = {2000}
}
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Abstract
Pattern modelling in time-series prediction refers to the process of identifying past relationships and trends in historical data for predicting future values. This paper describes the development of a new pattern matching technique for univariate time-series forecasting. The pattern modelling technique out-performs frequently used statistical methods such as Exponential Smoothing on different error measures and predicting the direction of change in time-series. The paper discusses the prediction results on popular benchmarks and the real US S&P index for financial markets. 3 PATTERN MODELLING IN TIME-SERIES FORECASTING INTRODUCTION Univariate time-series prediction is important in several scientific domains. A forecasting procedure may be needed for predicting a single time-dependent variable or predicting several independent variables individually to forecast a dependent variable as in multivariate analysis. Univariate series may be predicted using a range of available tools. De...
Keyphrases
pattern modelling time-series forecasting past relationship financial market multivariate analysis univariate series dependent variable future value several scientific domain univariate time-series forecasting historical data real u index statistical method technique out-performs available tool time-series prediction refers popular benchmark several independent variable prediction result new pattern matching technique different error measure forecasting procedure single time-dependent variable
