Article ID Journal Published Year Pages File Type
4961460 Procedia Computer Science 2017 8 Pages PDF
Abstract

In this paper the questions of the choice of the training data sequence for the forecasting model on the base of the strictly binary trees which is usually applied to time series with a short length of actual part (about 15 - 30 elements) have been considered. It is offered to use the principles of the attractors' forming in the presence of the long time series that will allow creating the training data sequence more reasonably. The reviewed examples confirm the efficiency of the attractors' use in sense of minimization of the affinity indicator of the forecasting model, and also the forecasting errors on 1 - 5 steps forward. Besides, the minimization of time expenditures on development of the forecasting model is provided.

Related Topics
Physical Sciences and Engineering Computer Science Computer Science (General)
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