The full text of this article
Combining motif information and neural network for time series prediction
by Cao Duy Truong; Huynh Nguyen Tin; Duong Tuan Anh
International Journal of Business Intelligence and Data Mining (IJBIDM), Vol. 7, No. 4, 2012
Abstract: Recent research works pay more attention to time series prediction, in which some time series data mining approaches have been exploited. In this paper, we propose a new method for time series prediction which is based on the concept of time series motifs. Time series motif is a previously unknown pattern appearing frequently in a time series. In the proposed approach, we first search for time series motif by using EP-C algorithm and then exploit motif information for forecasting in combination of a neural network model. Experimental results demonstrate our proposed method performs better than artificial neural network (ANN) in terms of prediction accuracy and time efficiency. Besides, our proposed method is more robust to noise than ANN.
Online publication date: Sun, 27-Jan-2013
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