Summary
the 2014 International Symposium on Nonlinear Theory and its Applications
2014
Session Number:B2L-B
Session:
Number:B2L-B3
Enhancements to a method of analogues forecasting algorithm
P.J. Moore, M.A.Little,
pp.317-320
Publication Date:2014/9/14
Online ISSN:2188-5079
DOI:10.34385/proc.46.B2L-B3
PDF download (134.8KB)
Summary:
This paper presents a new forecasting algorithm for time series using the method of analogues approach. We provide some theoretical background to the method and its application to time series forecasting. Next we explain the details of the new algorithm and how it relates to existing methods. Finally we evaluate the algorithm on an electrocardiogram (ECG) time series.