UM
Periodic time-series analysis using neural networks
Ye S.; Chen C.L.P.
1996-12-01
Source PublicationIntelligent Engineering Systems Through Artificial Neural Networks
Volume6Pages:719-724
AbstractIn this paper, we apply artificial neural networks to periodic time series analysis and prediction. Given a time-series X( t ) with seasonal period L, we decompose it into L series of X(i, t), each of which consists of data "at time i" of every season. The time-series X( t ) of one variable becomes a time-series of L variables, which seems to complicate the analysis. However, under certain circumstances, X(i, t) becomes easier to analyze for each i. With this model, an analytic method for multivariate model can be applied. For purely seasonal autoregressive model, X(i, t) is independent of one another for different i. For some stationary series, missing data problem can be dealt with by applying a non-time-series method. The proposed approach can estimate the trend function, TR(t), of a traditional model.
KeywordTime-Series Forecasting and Prediction
URLView the original
Language英語
Fulltext Access
Document TypeJournal article
CollectionUniversity of Macau
AffiliationWright State University
Recommended Citation
GB/T 7714
Ye S.,Chen C.L.P.. Periodic time-series analysis using neural networks[J]. Intelligent Engineering Systems Through Artificial Neural Networks,1996,6:719-724.
APA Ye S.,&Chen C.L.P..(1996).Periodic time-series analysis using neural networks.Intelligent Engineering Systems Through Artificial Neural Networks,6,719-724.
MLA Ye S.,et al."Periodic time-series analysis using neural networks".Intelligent Engineering Systems Through Artificial Neural Networks 6(1996):719-724.
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