PATTERN MODELLING IN TIME-SERIES FORECASTING

摘要

Pattern modelling in time-series Prediction refers to the Process of identifying Past relationships and trends in hisorical data for Predicting Future values. This paper describes the development of a new Pattern-matching technique for univariate time-series forecasting. The pattern modelling technique outperforms frequently used statistical methobs such as exponential smoothing on different error measrres and Prediction results on popular benchmarks and the real U.S.S. P INDEX FOR FINANCIAL MARKETS.