一种新的多项式拟合时间序列预测方法

journal6 ›› 2006, Vol. 27 ›› Issue (3): 19-22.

一种新的多项式拟合时间序列预测方法

（1.湛江教育学院计算机科学系，广东湛江 524037；2.华南理工大学计算机科学与工程学院，广东广州 510640）

出版日期:2006-05-25 发布日期:2012-09-11
作者简介:范强（1959-），男，广东省湛江市人，湛江教育学院计算机科学系讲师，硕士，主要从事计算智能研究；彭宏（1956－），男，广东省广州市人，华南理工大学计算机科学与工程学院教授，博士生导师，主要从事计算智能研究.
基金资助:
广东省科技攻关资助项目(2005B10101033)

A New Method for the Time Series Extrapolation of Polynomial-Fitting

(1.Dept. of Computer Science,Zhanjiang Educational College,Zhanjiang 524037,Guangdong China;2.College of Computer Science and Engineering,South China University of Technology,Guangzhou 510640,China)

Online:2006-05-25 Published:2012-09-11

摘要/Abstract

摘要：对时间序列的多项式拟合的函数特征化，将时间序列的数据映射到多项式的系数特征空间，然后根据系数的特征空间采用类似欧氏距离的方法来比较时间序列的相似性，从而进行时间序列的预测.实例的结果验证了该方法比其他几种经典方法预测精度高，稳定性好，且对给定长度的变化敏感度低.

关键词： 多项式拟合, 时间序列, 系数特征空间, 相似性挖掘

Abstract: With functional characterization of polynomial-fitting on time series,the algorithm maps the values of time series onto the eigenvector space of polynomial coefficients,based on which the author measure the similarity of the time series using Euclidean-alike distance,thus extrapolating the time series.The result achieves fine result and proves that this method is more precise and more stable than traditional models.

Key words: polynomial-fitting, time series, eigenvector space of coefficients, similarity mining

范强, 彭宏. 一种新的多项式拟合时间序列预测方法[J]. journal6, 2006, 27(3): 19-22.

FAN Qiang, PENG Hong. A New Method for the Time Series Extrapolation of Polynomial-Fitting[J]. journal6, 2006, 27(3): 19-22.

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