Title
Effective feature preprocessing for time series forecasting
Abstract
Time series forecasting is an important area in data mining research. Feature preprocessing techniques have significant influence on forecasting accuracy, therefore are essential in a forecasting model. Although several feature preprocessing techniques have been applied in time series forecasting, there is so far no systematic research to study and compare their performance. How to select effective techniques of feature preprocessing in a forecasting model remains a problem. In this paper, the authors conduct a comprehensive study of existing feature preprocessing techniques to evaluate their empirical performance in time series forecasting. It is demonstrated in our experiment that, effective feature preprocessing can significantly enhance forecasting accuracy. This research can be a useful guidance for researchers on effectively selecting feature preprocessing techniques and integrating them with time series forecasting models.
Year
DOI
Venue
2006
10.1007/11811305_84
ADMA
Keywords
Field
DocType
data mining research,effective technique,comprehensive study,time series forecasting model,time series forecasting,preprocessing technique,forecasting model,empirical performance,systematic research,effective feature preprocessing,data mining,selection effect,computer science,artificial intelligence
Mean absolute percentage error,Time series,Data mining,Feature selection,Computer science,Support vector machine,Information extraction,Preprocessor,Artificial intelligence,Independent component analysis,Machine learning
Conference
Volume
ISSN
ISBN
4093
0302-9743
3-540-37025-0
Citations 
PageRank 
References 
2
0.36
13
Authors
3
Name
Order
Citations
PageRank
Zhao115914.10
Rui Zhang21107145.40
Zhou Xu36615.44