Application of time-universal codes to time series forecasting

Konstantin Chirikhin

Результат исследования: Публикации в книгах, отчётах, сборниках, трудах конференцийстатья в сборнике материалов конференциинаучнаярецензирование

Аннотация

As shown in previous research, data compression techniques can be successfully used in time series forecasting. The problem is that there exist many different data compression algorithms and it's unknown in advance which one will be the best for predicting a specific time series. In this study, we use an approach known as time-universal data compression to quickly select a close to optimal algorithm. Its basic idea is to compress only a part of the input data using each of the available compressors in order to select the best one. Then the data is compressed using the selected algorithm only. We implemented this approach and used it to predict real-world data such as sunspot numbers and the ionospheric T-index. The results of our computations show that the approach is quite effective and can be useful in practice.

Язык оригиналаанглийский
Название основной публикацииModelling and Simulation 2020 - The European Simulation and Modelling Conference, ESM 2020
РедакторыAlexandre Nketsa, Claude Baron, Clement Foucher
ИздательEUROSIS
Страницы60-63
Число страниц4
ISBN (электронное издание)9789492859129
СостояниеОпубликовано - 2020
Событие34th Annual European Simulation and Modelling Conference, ESM 2020 - Toulouse, Франция
Продолжительность: 21 окт 202023 окт 2020

Серия публикаций

НазваниеModelling and Simulation 2020 - The European Simulation and Modelling Conference, ESM 2020

Конференция

Конференция34th Annual European Simulation and Modelling Conference, ESM 2020
СтранаФранция
ГородToulouse
Период21.10.202023.10.2020

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