Publication 1 Using the SOM and Local Models in Time−Series Prediction

نویسنده

  • Juha Vesanto
چکیده

In this paper we test the Self-Organizing Map (SOM) on the problem of predicting chaotic time-series (speci cally Mackey-Glass series) with local linear models de ned separately for each of the prototype vectors of the SOM. We see that the method achieves good results. This together with the capabilities of the SOM make it a valuable tool in exploratory data mining.

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Using the SOM and Local Models in Time-Series Prediction

In this paper we test the Self-Organizing Map (SOM) on the problem of predicting chaotic time-series (speciically Mackey-Glass series) with local linear models deened separately for each of the prototype vectors of the SOM. We see that the method achieves good results. This together with the capabilities of the SOM make it a valuable tool in exploratory data mining.

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تاریخ انتشار 1997