Compound Autoregressive Network for Prediction of Multivariate Time Series
Joint Authors
Wang, Xiao-yi
Bai, Yuting
Su, Tingli
Kong, Jianlei
Lu, Yutian
Xue-bo, Jin
Source
Issue
Vol. 2019, Issue 2019 (31 Dec. 2019), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2019-09-22
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
The prediction information has effects on the emergency prevention and advanced control in various complex systems.
There are obvious nonlinear, nonstationary, and complicated characteristics in the time series.
Moreover, multiple variables in the time-series impact on each other to make the prediction more difficult.
Then, a solution of time-series prediction for the multivariate was explored in this paper.
Firstly, a compound neural network framework was designed with the primary and auxiliary networks.
The framework attempted to extract the change features of the time series as well as the interactive relation of multiple related variables.
Secondly, the structures of the primary and auxiliary networks were studied based on the nonlinear autoregressive model.
The learning method was also introduced to obtain the available models.
Thirdly, the prediction algorithm was concluded for the time series with multiple variables.
Finally, the experiments on environment-monitoring data were conducted to verify the methods.
The results prove that the proposed method can obtain the accurate prediction value in the short term.
American Psychological Association (APA)
Bai, Yuting& Xue-bo, Jin& Wang, Xiao-yi& Su, Tingli& Kong, Jianlei& Lu, Yutian. 2019. Compound Autoregressive Network for Prediction of Multivariate Time Series. Complexity،Vol. 2019, no. 2019, pp.1-11.
https://search.emarefa.net/detail/BIM-1133137
Modern Language Association (MLA)
Bai, Yuting…[et al.]. Compound Autoregressive Network for Prediction of Multivariate Time Series. Complexity No. 2019 (2019), pp.1-11.
https://search.emarefa.net/detail/BIM-1133137
American Medical Association (AMA)
Bai, Yuting& Xue-bo, Jin& Wang, Xiao-yi& Su, Tingli& Kong, Jianlei& Lu, Yutian. Compound Autoregressive Network for Prediction of Multivariate Time Series. Complexity. 2019. Vol. 2019, no. 2019, pp.1-11.
https://search.emarefa.net/detail/BIM-1133137
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1133137