期刊
IEEE ACCESS
卷 8, 期 -, 页码 7598-7608出版社
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/ACCESS.2020.2964067
关键词
Complex network; time series forecasting; node degree; visibility graph; variation trend
资金
- National Natural Science Foundation of China [61973332]
- General Natural Research Program of Sichuan Minzu College [XYZB18013ZB]
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.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据