NDLI: Semi-supervised learning with data calibration for long-term time series forecasting

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Semi-supervised learning with data calibration for long-term time series forecasting

Content Provider	ACM Digital Library
Author	Tan, Pang-Ning Cheng, Haibin
Abstract	Many time series prediction methods have focused on single step or short term prediction problems due to the inherent difficulty in controlling the propagation of errors from one prediction step to the next step. Yet, there is a broad range of applications such as climate impact assessments and urban growth planning that require long term forecasting capabilities for strategic decision making. Training an accurate model that produces reliable long term predictions would require an extensive amount of historical data, which are either unavailable or expensive to acquire. For some of these domains, there are alternative ways to generate potential scenarios for the future using computer-driven simulation models, such as global climate and traffic demand models. However, the data generated by these models are currently utilized in a supervised learning setting, where a predictive model trained on past observations is used to estimate the future values. In this paper, we present a semi-supervised learning framework for long-term time series forecasting based on Hidden Markov Model Regression. A covariance alignment method is also developed to deal with the issue of inconsistencies between historical and model simulation data. We evaluated our approach on data sets from a variety of domains, including climate modeling. Our experimental results demonstrate the efficacy of the approach compared to other supervised learning methods for long-term time series forecasting.
Starting Page	133
Ending Page	141
Page Count	9
File Format	PDF
ISBN	9781605581934
DOI	10.1145/1401890.1401911
Language	English
Publisher	Association for Computing Machinery (ACM)
Publisher Date	2008-08-24
Publisher Place	New York
Access Restriction	Subscribed
Subject Keyword	Semi-supervised learning Time series prediction
Content Type	Text
Resource Type	Article

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