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http://dx.doi.org/10.15207/JKCS.2015.6.4.161

Forecasting the Time-Series Data Converged on Time PLOT and Moving Average  

Lee, Jun-Yeon (Department of Media Engineering, Tongmyong University)
Publication Information
Journal of the Korea Convergence Society / v.6, no.4, 2015 , pp. 161-167 More about this Journal
Abstract
It is very difficult to predict time-series data. This is because data obtained from the signal having a non-linear characteristic has an uncertainty. In this paper, By differentiating time-series data is the average of the past data under the premise that change depending on what pattern, and find the soft look of time-series change pattern. This paper also apply the probability variables to generalize time-series data having a specific data according to the reflection ratio of the differentiation. The predicted value is estimated by removing cyclic movement and seasonal fluctuation, and reflect the trend by extracting the irregular fluctuation. Predicted value has demonstrated the superiority of the proposed algorithm and compared with the best results by a simple moving average and the moving average.
Keywords
Moving Average; Time PLOT; Forecasting of Time-series; Cyclical Movement; Seasonal Fluctuation;
Citations & Related Records
Times Cited By KSCI : 4  (Citation Analysis)
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