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A METHOD AND APPARATUS FOR DETERMINING HOW MANY INPUT VALUES OF A TIME SERIES OF DATA ARE REQUIRED FOR FORECASTING A FUTURE VALUE OF THE TIME SERIES
A METHOD AND APPARATUS FOR DETERMINING HOW MANY INPUT VALUES OF A TIME SERIES OF DATA ARE REQUIRED FOR FORECASTING A FUTURE VALUE OF THE TIME SERIES
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机译：确定时间序列的未来值需要多少数据的输入值的方法和装置
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摘要
A method of determining how many input values of a time series of data are required forforecasting a future value of the time series, said method comprising the steps of:-(I) forming a set of first vectors wherein each first vector is the same size and each firstvector comprises a number of sequential values of the time series;(ii) forming a set of second vectors, wherein each second vector is the same size, and eachsecond vector comprises a number of sequential values of the time series, and wherein thefirst and second vectors are different sizes;(iii) for each first vector selecting another of the first vectors as a first neighbour where a firstmeasure of similarity between each first vector and its first neighbour is less than a thresholdvalue;(iv) for each second vector selecting another of the second vectors as a second neighbourwhere a second measure of similarity between each first vector and its second neighbour isless than a threshold value, and wherein each second neighbour corresponds to a firstneighbour;(v) determining the number of false neighbours by comparing each first neighbour with itscorresponding second neighbour;(vi) determining the number of input values required according to a first vector size for whicha threshold number of false neighbours are obtained.
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