Identifying Temporal Pattern Clusters to Predict Events in Time Series

This paper proposes a method for identifying temporal pattern clusters to predict events in time series. Instead of predicting future values of the time series, the proposed method forecasts specific events that may be arbitrarily defined by the user. The prediction is defined by an event characterization function, which is the target of prediction. The events are predicted when the time series belong to temporal pattern clusters. To identify the optimal temporal pattern clusters, fuzzy goal programming is formulated to combine multiple objectives and solved by an adaptive differential evolution technique that can overcome the sensitivity problem of control parameters in conventional differential evolution. To evaluate the prediction method, five test examples are considered. The adaptive differential evolution is also tested for twelve optimization problems.