A Study on Improving Prediction Accuracy by Modeling Multiple Similar Time Series
Young-Hee Cho, Gye-Sung Lee · The Journal of the Institute of Webcasting, Internet and Telecommunication · 2010
A method for improving prediction accuracy through processing time series data has been studied in this research. We have designed techniques to model multiple similar time series data and avoided the shortcomings of single prediction model. We predicted the future changes by effective rules derived from these models. The methods for testing prediction accuracy consists of three types: fixed interval, sliding, and cumulative method. Among the three, cumulative method produced the highest accuracy.