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Taylor Series Prediction of Time Series Data with Error Propagated by Artificial Neural Network

by S. Alamelu Mangai, B. Ravi Sankar, K. Alagarsamy
International Journal of Computer Applications
Foundation of Computer Science (FCS), NY, USA
Volume 89 - Number 1
Year of Publication: 2014
Authors: S. Alamelu Mangai, B. Ravi Sankar, K. Alagarsamy
10.5120/15470-4112

S. Alamelu Mangai, B. Ravi Sankar, K. Alagarsamy . Taylor Series Prediction of Time Series Data with Error Propagated by Artificial Neural Network. International Journal of Computer Applications. 89, 1 ( March 2014), 41-47. DOI=10.5120/15470-4112

@article{ 10.5120/15470-4112,
author = { S. Alamelu Mangai, B. Ravi Sankar, K. Alagarsamy },
title = { Taylor Series Prediction of Time Series Data with Error Propagated by Artificial Neural Network },
journal = { International Journal of Computer Applications },
issue_date = { March 2014 },
volume = { 89 },
number = { 1 },
month = { March },
year = { 2014 },
issn = { 0975-8887 },
pages = { 41-47 },
numpages = {9},
url = { https://ijcaonline.org/archives/volume89/number1/15470-4112/ },
doi = { 10.5120/15470-4112 },
publisher = {Foundation of Computer Science (FCS), NY, USA},
address = {New York, USA}
}
%0 Journal Article
%1 2024-02-06T22:08:09.934859+05:30
%A S. Alamelu Mangai
%A B. Ravi Sankar
%A K. Alagarsamy
%T Taylor Series Prediction of Time Series Data with Error Propagated by Artificial Neural Network
%J International Journal of Computer Applications
%@ 0975-8887
%V 89
%N 1
%P 41-47
%D 2014
%I Foundation of Computer Science (FCS), NY, USA
Abstract

Modeling and forecasting of a time series data is an integral part of the Data Mining. Sun spot numbers observed on the sun are a good candidate for a time series. A number of linear statistical models are discussed in this paper because Taylor series has similarity with an Auto Regressive model. A new algorithm based on Taylor series expansion and artificial neural network is presented. Based on Taylor series algorithm and ARIMA model, the Sunspot numbers are forecasted and compared.

References
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Index Terms

Computer Science
Information Sciences

Keywords

ARIMA Artificial Neural Network Taylor series Time Series.