Title :
Multivariate Time Series Correlation Extract and Prediction Based on Cluster
Author :
Min, Han ; Decai, Li
Author_Institution :
Dalian Univ. of Technol., Dalian
Abstract :
Based on general cluster method, this paper introduces a improved multivariate reduce dimension method. This method improves on the aspect of similar extend of multivariate variables, classifies variables more reasonable. Based on result of this classification, and uses it as the input of neural network, implement prediction for multivariate time series. Applying the method in this paper predict runoff yield of Yellow river, simulation results shows that compared to the prediction based on general cluster method, the method introduced in this paper behaves more effectively.
Keywords :
neural nets; pattern classification; pattern clustering; rivers; singular value decomposition; time series; Yellow river; cluster method; dimension reduction; multivariate time series correlation extraction; multivariate variables; neural network; runoff yield prediction; variable classification; Data mining; Neural networks; Predictive models; Rivers; Cluster; Correlation Extract; SVD; Time Series Prediction;
Conference_Titel :
Control Conference, 2007. CCC 2007. Chinese
Conference_Location :
Hunan
Print_ISBN :
978-7-81124-055-9
Electronic_ISBN :
978-7-900719-22-5
DOI :
10.1109/CHICC.2006.4347077
