1. An Efficient Network Method for Time Series Forecasting Based on the DC Algorithm and Visibility Relation
- Author
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Junyin Zhao, Hongming Mo, and Yong Deng
- Subjects
General Computer Science ,Relation (database) ,Computer science ,02 engineering and technology ,01 natural sciences ,010305 fluids & plasmas ,node degree ,0103 physical sciences ,0202 electrical engineering, electronic engineering, information engineering ,time series forecasting ,General Materials Science ,Time series ,Time complexity ,Series (mathematics) ,Visibility graph ,Node (networking) ,Visibility (geometry) ,General Engineering ,visibility graph ,Complex network ,Vertex (geometry) ,variation trend ,020201 artificial intelligence & image processing ,lcsh:Electrical engineering. Electronics. Nuclear engineering ,lcsh:TK1-9971 ,Algorithm - Abstract
Recently time series prediction based on network analysis has become a hot research topic. However, how to more accurately forecast time series with good efficiency is still an open question. To address this issue, we propose an efficient time series forecasting method based on the DC algorithm and visibility relations on the vertexes set. Firstly, the time series is mapped into the network by the DC algorithm, which is a more efficient approach to generate the visibility graph. Then, we use the variation trends (slope) of those nodes that have visibility relation with the last node to get the preliminary predictive values. Afterward, the value of the last node is adopted to obtain the revised predictive values, which are assigned different weights according to node degree and time distance to get the final weighted result. To better demonstrate the prediction performance and applicability of the proposed method, the proposed method is applied to different time series data sets. The empirical results show that the proposed method could provide a higher level of forecasting accuracy than many methods with relatively lower time complexity.
- Published
- 2020
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