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Artificial Intelligence in Engineering
Volume 15, Issue 1, January 2001, Pages 61-69
 
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doi:10.1016/S0954-1810(00)00026-1    How to Cite or Link Using DOI (Opens New Window)
Copyright © 2001 Elsevier Science Ltd. All rights reserved.

Time-series prediction based on pattern classification

Z. ZengCorresponding Author Contact Information, E-mail The Corresponding Author, H. Yan and A. M. N. Fu

School of Electrical and Information Engineering, University of Sydney, Sydney, NSW 2006, Australia

Received 2 September 1999;
revised 2 November 2000;
accepted 12 December 2000
Available online 22 May 2001.

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Abstract

In this paper, a new time-series predication method is proposed based on pattern analysis. In this method, basic patterns and their probabilities are extracted from a time series. A probabilistic relaxation method is employed to classify the probability vectors of the basic patterns. In order to verify the effectiveness of the proposed method, several experiments are carried out on a simulation signal and real data. The results show that the proposed method has advantages over existing methods in some applications.

Author Keywords: Time-series prediction; Lag vector; Pattern classification; Probabilistic relaxation; Multi-layer perceptron

Article Outline

1. Introduction
2. Dynamic system model of a time-series signal
3. Prediction method
4. Prediction experiments
5. Conclusions
References








 
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