Long-term time series forecasting using self-organizing maps : the double vector quantization method
Geoffroy Simon, Amaury Lendasse, Marie Cottrell, Michel Verleysen · 2003
Kohonen self-organisation maps are a well know classification tool, commonly used in a wide variety of problems, but with limited applications in time series forecasting context. In this paper, we propose a forecasting method specifically designed for long-term trends prediction, with a double application of the Kohonen algorithm. We also consider practical issues for the use of the method.