Time Series Forecasting: Obtaining Long Term Trends with Self-Organizing Maps

Kohonen self-organisation maps are a well know classification tool, commonly used in a wide variety of problems, but with limited applications in time series forecasting context. In this paper, we propose a forecasting method specifically designed for multi-dimensional long-term trends prediction, with a double application of the Kohonen algorithm. Practical applications of the method are also presented. Ó 2005 Elsevier B.V. All rights reserved.

• Type: Journal
• Year: 2007
• Where: CORR
• Authors: Geoffroy Simon, Amaury Lendasse, Marie Cottrell, Jean-Claude Fort, Michel Verleysen
• Keywords: CORR 2007, Education, Kohonen Algorithm, Kohonen Self-organisation Maps, Multi-dimensional Long-term Trends