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