A time series forecasting based on cloud model similarity measurement

Journal article (2018)

Authors

Gaowei Yan Taiyuan University of Technology
Songda Jia Taiyuan University of Technology
Jie Ding Taiyuan University of Technology
Xinying Xu Taiyuan University of Technology
Y. Pang Taiyuan University of Technology, Transport Engineering and Logistics - Mechanical, Maritime and Materials Engineering
Research Group
Transport Engineering and Logistics (Mechanical, Maritime and Materials Engineering) (TU Delft)
Copyright: © 2018 Gaowei Yan, Songda Jia, Jie Ding, Xinying Xu, Y. Pang
DOI
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https://doi.org/10.1007/s00500-018-3190-1
Uncertainty Cloud model Least squares support vector machine Similarity measurement Time series forecasting
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Published Date

2018

Language

English

Reuse Rights

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Faculty

Mechanical, Maritime and Materials Engineering

Department

Marine and Transport Technology

Research Group

Transport Engineering and Logistics

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.