Title: Combining motif information and neural network for time series prediction

Authors: Cao Duy Truong; Huynh Nguyen Tin; Duong Tuan Anh

Addresses: Faculty of Computer Science and Engineering, Ho Chi Minh City University of Technology, 268 Ly Thuong Kiet, Dist. 10, Ho Chi Minh City, Vietnam ' Faculty of Computer Science and Engineering, Ho Chi Minh City University of Technology, 268 Ly Thuong Kiet, Dist. 10, Ho Chi Minh City, Vietnam ' Faculty of Computer Science and Engineering, Ho Chi Minh City University of Technology, 268 Ly Thuong Kiet, Dist. 10, Ho Chi Minh City, Vietnam

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.

Keywords: time series data mining; time series motif; motif discovery algorithms; time series prediction; artificial neural networks; ANNs.

DOI: 10.1504/IJBIDM.2012.051734

International Journal of Business Intelligence and Data Mining, 2012 Vol.7 No.4, pp.318 - 339

Available online: 27 Jan 2013 *

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