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General Information
Editor-in-chief
Prof. Wael Badawy
Department of Computing and Information Systems Umm Al Qura University, Canada
I'm happy to take on the position of editor in chief of IJCTE. We encourage authors to submit papers concerning any branch of computer theory and engineering.
IJCTE 2010 Vol.2(3): 454-458 ISSN: 1793-8201
DOI: 10.7763/IJCTE.2010.V2.184

An Ensemble Model of Multiple Classifiers for Time Series Prediction

A. Chitra and S. Uma
Abstract—Time series forecasting is a challenging task in many fields. Due to the complex non-linear relationship between the multidimensional features of the time series data, improved time series forecasting requires a forecasting model that combines multiple prediction models. Ensemble learning performs better than single learning model and discovers regularities in dynamic and non-stationary data. In literature, single level neural network ensembles are used for the prediction problems [1- 5]. This paper introduces a novel two level ensemble learning approach based on Radial Basis Function networks (RBF), K - Nearest Neighbor (KNN) and Self Organizing Map (SOM) for time series prediction with the aim of increasing the prediction accuracy. The evaluation of the proposed Pattern Prediction Ensemble Model (PAPEM) using three input datasets such as, Mackey dataset, Sunspots dataset and Stock Price dataset shows that the proposed PAPEM model performs better than the individual classifiers.

Index Terms—Ensemble, KNN, PAPEM, RBF, SOM, Time Series Prediction.

F. Dr. A. Chitra is with PSG College of Technology,Coimbatore 641 004, Tamil Nadu, INDIA as the professor of CSE Department. (phone : 98432 22273, e-mail: ac_psg@yahoo.com).
S. S. Uma is pursuing Doctoral Degree in PSG College of Technology, under Anna University, Coimbatore, Tamil Nadu, INDIA. (phone: 94439 13517; e-mail: umakaruna19@yahoo.com).

[PDF]

Cite: Dr. A. Chitra and S. Uma, "An Ensemble Model of Multiple Classifiers for Time Series Prediction," International Journal of Computer Theory and Engineering vol. 2, no. 3, pp. 454-458, 2010.
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