Print Email Facebook Twitter A time series forecasting based on cloud model similarity measurement Title A time series forecasting based on cloud model similarity measurement Author Yan, Gaowei (Taiyuan University of Technology) Jia, Songda (Taiyuan University of Technology) Ding, Jie (Taiyuan University of Technology) Xu, Xinying (Taiyuan University of Technology) Pang, Y. (TU Delft Transport Engineering and Logistics; Taiyuan University of Technology) Date 2018 Abstract In this paper, a local cloud model similarity measurement (CMSM) is proposed as a novel method to measure the similarity of time series. Time series similarity measurement is an indispensable part for improving the efficiency and accuracy of prediction. The randomness and uncertainty of series data are critical problems in the processing of similarity measurement. CMSM obtains the internal information of time series from the general perspective and local trend using the cloud model, which reduces the uncertainty of measurement. The neighbor set is selected from time series by CMSM and used to construct a prediction model based on least squares support vector machine. The proposed technique reduces the potential for overfitting and uncertainty and improves model prediction quality and generalization. Experiments were performed with four datasets selected from Time Series Data Library. The experimental results show the feasibility and effectiveness of the proposed method. Subject Cloud modelLeast squares support vector machineSimilarity measurementTime series forecastingUncertainty To reference this document use: http://resolver.tudelft.nl/uuid:3a939dd3-2b10-493d-8461-8e7b9d10b2bd DOI https://doi.org/10.1007/s00500-018-3190-1 Embargo date 2019-04-13 ISSN 1432-7643 Source Soft Computing: a fusion of foundations, methodologies and applications, 23 (2019) (14), 5443-5454 Bibliographical note Accepted Author Manuscript Part of collection Institutional Repository Document type journal article Rights © 2018 Gaowei Yan, Songda Jia, Jie Ding, Xinying Xu, Y. Pang Files PDF time_series_prediction7.pdf 1.73 MB Close viewer /islandora/object/uuid:3a939dd3-2b10-493d-8461-8e7b9d10b2bd/datastream/OBJ/view