Using a model of cellular automata and classification methods for prediction of time series with memory

DOI10.1007/S10559-006-0121-4MaRDI QIDQ2458093zbMATHOpenAlexFDO

Authors V. A. Perepelitsa, N. K. Maksishko, I. V. Kozin

Publication date 31 October 2007

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-006-0121-4

zbMATH Keywords

fuzzy setscellular automatonclassification methodstime series predictionlinguistic time series

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Cellular automata (computational aspects) (68Q80)

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• A new approach and its applications for time series analysis and prediction based on moving average of \(n^{\text{th}}\)-order difference
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• Estimating the horizon of predictability in time-series predictions using inductive modelling tools
• Method for the prediction of time series using small sets of experimental samples

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