A New Method for the Time Series Extrapolation of Polynomial-Fitting
Fan Qiang, Peng Hong · Journal of Jishou University · 2006
With functional characterization of polynomial-fitting on time series,the algorithm maps the values of time series onto the eigenvector space of polynomial coefficients,based on which the author measure the similarity of the time series using Euclidean-alike distance,thus extrapolating the time series.The result achieves fine result and proves that this method is more precise and more stable than traditional models.