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2006

Time series prediction using DirRec strategy

13 years 5 months ago
Time series prediction using DirRec strategy
This paper demonstrates how the selection of Prediction Strategy is important in the Long-Term Prediction of Time Series. Two strategies are already used in the prediction purposes called Recursive and Direct. This paper presents a third one, DirRec, which combines the advantages of the two already used ones. A simple k-NN approximation method is used and all three strategies are applied to two benchmarks: Santa Fe and Poland Electricity Load time series.
Antti Sorjamaa, Amaury Lendasse
Added 31 Oct 2010
Updated 31 Oct 2010
Type Conference
Year 2006
Where ESANN
Authors Antti Sorjamaa, Amaury Lendasse
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