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《Journal of University of Chinese Academy of Sciences》 2016-06
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A combined prediction model for multi-dimensional time series

ZHAO Yawei;CHEN Yanjing;School of Engineering Science,University of Chinese Academy of Sciences;  
Time series prediction has attracted more and more attention due to its applications in various areas,but scant attention has focused on multivariate time series prediction. By using multidimensional time series one can get more information about the system. Considering this problem,we propose a combined prediction model for multi-dimensional time series based on k-NN and BP neural network. We use k-NN and BP neural network to get two prediction results,respectively.Then we reuse BP neural network to get the final prediction results. The experimental results show that the proposed method outperforms k-NN and BP neural network in prediction.
【Fund】: 国家自然科学基金(61072091)资助
【CateGory Index】: TP183
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