Chebyshev interpolation with internal smoothing for short-term time series forecasting
Mantas Landauskas, Kristina Lukoševičiūtė, Guangqing Lu, Minvydas Kazys Ragulskis · AIP conference proceedings · 2018
The internal smoothing approach for Chebyshev interpolation is used in this paper. Due to the properties of the Chebyshev interpolation the proposed technique is only applicable to a very short-term prediction of a given time series. One step ahead prediction is performed in this paper. The results are compared to a number of other time series prediction techniques.