Employing local modeling in machine learning based methods for time-series prediction
作者：
Highlights：
• Propose a local modeling strategy for time series prediction.
• Consider the trend of a time series by the use of hybrid distance.
• Proper lags are selected by the use of mutual information.
• Develop algorithms to extract training patterns from historical data.
• Show the effectiveness of local modeling by experiments on real-world datasets.
摘要
•Propose a local modeling strategy for time series prediction.•Consider the trend of a time series by the use of hybrid distance.•Proper lags are selected by the use of mutual information.•Develop algorithms to extract training patterns from historical data.•Show the effectiveness of local modeling by experiments on real-world datasets.
论文关键词：Time series prediction,Machine learning,Local modeling,Nearest neighbors,Mutual information
论文评审过程：Available online 7 August 2014.
论文官网地址：https://doi.org/10.1016/j.eswa.2014.07.032
