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.

Time series prediction has been extensively used for decision-making in many areas such as economics, engineering and medicine. And the useful data can be excavated by similarity measure of time series from a mass of historical data for predicting. The collected data from the real world is often uncertain, and the cloud model can be a good solution for the problem of uncertainty. This paper proposes a method based on the similarity degree of cloud model and combines it with back propagation network for prediction. In addition to the sequence itself, the trend of the sequence is used as another index of similarity. The neighbour set of query sequence from the training set is selected by similarity measure. Based on the neighbour set, a back propagation network is trained and used for prediction. Experimental results from the six time series show that the proposed method obtains better prediction accuracies than the comparative methods, which reveal its effectiveness.