Time Series Forecasting: Obtaining Long Term Trends with Self-Organizing Maps
Geoffroy Simon, Amaury Lendasse, Marie Cottrell, Jean‐Claude Fort, Michel Verleysen · arXiv (Cornell University) · 2007
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 multi-dimensional long-term trends prediction, with a double application of the Kohonen algorithm. Practical applications of the method are also presented.