Title
Time Series Forecasting by Finite-State Automata
Abstract
We have developed automata to address the problem of time series forecasting. After turning the time series into sequences of letters, Mohri's algorithm constructs an automaton indexing this text that, once a given word is read, can be used to obtain the set of its positions. By using the automaton to determine what letter usually follows the last sequence of length L, we have developed a one step predictor. This predictor will be used to analyze sunspot activity data.
Year
DOI
Venue
1996
10.1007/3-540-63174-7_3
Workshop on Implementing Automata
Keywords
Field
DocType
finite-state automata,time series forecasting,time series,finite state automata,indexation
Time series,Computer science,Automaton,Algorithm,Search engine indexing,Finite-state machine,Problem of time
Conference
Volume
ISSN
ISBN
1260
0302-9743
3-540-63174-7
Citations 
PageRank 
References 
0
0.34
3
Authors
4
Name
Order
Citations
PageRank
Romuald Boné111413.15
Christophe Daguin200.34
Antoine Georgevail300.34
Denis Maurel48420.72