计算机科学与探索Issue(10)：1153-1161,9.DOI:10.3778/j.issn.1673-9418.1407035
SPG-Suite：面向伪周期时间序列的预测方法��
SPG-Suite:Forecasting Method Towards Pseudo Periodic Time Series
摘要
Abstract
Pseudo periodic time series is a kind of widespread data form with features including pseudo periodicity, non-stationary and transition values. Forecasting this kind of data is significantly important on both research and applica-tion fields. However, current research pays insufficient attention on pseudo periodic time series. Forecasting errors are cumulated when using the existing methods in pseudo periodic time series, which makes the prediction effect poor. This paper firstly analyzes and summarizes the features of pseudo periodic time series. Then, it proposes SPG-Suite forecasting method to solve the specific pseudo periodic time series problem. The experimental results on the real datasets show that the SPG-Suite method has better performance on forecasting accuracy and scalability compared with the existing methods.关键词
时间序列/伪周期/预测Key words
time series/pseudo period/forecasting分类
信息技术与安全科学引用本文复制引用
洪申达,尹宁,邱镇,樊里略,李红燕..SPG-Suite：面向伪周期时间序列的预测方法��[J].计算机科学与探索,2014,(10):1153-1161,9.基金项目
The National Natural Science Foundation of China under Grant Nos.60973002,61170003(国家自然科学基金) （国家自然科学基金）
the National High Technology Research and Development Program of China under Grant No.2012AA011002(国家高技术研究发展计划(863计划)) （国家高技术研究发展计划(863计划）
MOE-CMCC Research Fund (教育部-中国移动科研基金) （教育部-中国移动科研基金）
