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A time-series trend forecast method based on principal component analysis

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成果类型:
期刊论文、会议论文
作者:
Wei, Shudi*;Zhao, Huihuang
通讯作者:
Wei, Shudi
作者机构:
[Zhao, Huihuang; Wei, Shudi] Hengyang Normal Univ, Dept Comp Sci, Hengyang 421008, Hunan, Peoples R China.
通讯机构:
[Wei, Shudi] H
Hengyang Normal Univ, Dept Comp Sci, Hengyang 421008, Hunan, Peoples R China.
语种:
英文
关键词:
Covariance Matrix;Time Series;Trend Forecast;Principal Component Analysis (PCA)
期刊:
Advanced Materials Research
ISSN:
1022-6680
年:
2012
卷:
472-475
期:
947
页码:
2984-2987
会议名称:
3rd International Conference on Manufacturing Science and Engineering (ICMSE 2012)
会议论文集名称:
Advanced Materials Research
会议时间:
MAR 27-29, 2012
会议地点:
Xiamen, PEOPLES R CHINA
会议主办单位:
[Wei, Shudi;Zhao, Huihuang] Hengyang Normal Univ, Dept Comp Sci, Hengyang 421008, Hunan, Peoples R China.
会议赞助商:
Fujian Univ Technol, Xiamen Univ, Fuzhou Univ, Huaqiao Univ, Univ Wollongong, Fujian Mech Engn Soc, Hong Kong Ind Technol Res Ctr
主编:
Chen, WZ Xu, XP Dai, PQ Chen, YL
出版地:
LAUBLSRUTISTR 24, CH-8717 STAFA-ZURICH, SWITZERLAND
出版者:
TRANS TECH PUBLICATIONS LTD
ISBN:
978-3-03785-370-2
机构署名:
本校为第一且通讯机构
院系归属:
计算机科学与技术学院
摘要:
The time-series is the collection of chronological varying numerical ordered by time. It has a wide existence of image data, text data, hand-written data and the brain scan data patterns. The present research of time-series concentrates on series data transformation, similarity search, forecast, classification, clustering and Visualization etc. Furthermore the trend forecast of time-series is the major basis of other related research. This paper analyses the existing time-series forecasting methods and puts forward a new time-series method based on principal component analysis. The example tes...

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