Publication detail

Time Series forecasting using machine learning methods

ŠTENCL, M. POPELKA, O. ŠŤASTNÝ, J.

Original Title

Time Series forecasting using machine learning methods

Type

journal article - other

Language

English

Original Abstract

In this paper we concentrate on prediction of future values based on the past course of that variable, traditionally these are solved using statistical analysis - first a time-series model is constructed and then statistical prediction algorithms are applied to it in order to obtain future values. This paper describes Radial Basis Functions (RBF) Neural Network and Two-level Grammatical Evolution. Both these methods are applied to solve prediction of simplified numerical time series. Sample dataset includes forty generated observations and the goal is to predict five future values.

Keywords

Genetic Algorithm, Prediction of Time Series, RBF Neural Network

Authors

ŠTENCL, M.; POPELKA, O.; ŠŤASTNÝ, J.

RIV year

2009

Released

1. 10. 2009

ISBN

1581-9973

Periodical

Information Society

Year of study

2009

Number

A/1

State

Republic of Slovenia

Pages from

66

Pages to

69

Pages count

4

BibTex

@article{BUT47303,
  author="Michael {Štencl} and Ondřej {Popelka} and Jiří {Šťastný}",
  title="Time Series forecasting using machine learning methods",
  journal="Information Society",
  year="2009",
  volume="2009",
  number="A/1",
  pages="66--69",
  issn="1581-9973"
}