Time Series Forecasting: Obtaining Long Term Trends with Self-Organizing Maps

Abstract

Kohonen self-organisation maps are a well know classification tool, commonly used in a wide variety of problems, but with limited applications in time series forecasting context. In this paper, we propose a forecasting method specifically designed for multi-dimensional long-term trends prediction, with a double application of the Kohonen algorithm. Practical applications of the method are also presented.

à la suite de la conférence ANNPR, Florence 2003

References in corpus (1)

• On the use of self-organizing maps to accelerate vector quantization