NDLI: Multi-step Time Series Prediction in Complex Instrumented Domains

Content Provider	IEEE Xplore Digital Library
Author	Dhurandhar, A.
Copyright Year	2010
Abstract	Time series prediction algorithms are widely used for applications such as demand forecasting, weather forecasting and many others to make well informed decisions. In this paper, we compare the most prevalent of these methods as well as suggest our own, where the time series are generated from highly complex industrial processes. These time series are non-stationary and the relationships between the various time series vary with time. Given a set of time series from an industrial process, the challenge is to keep predicting a chosen one as far ahead as possible, with the knowledge of the other time series at those instants in time. This scenario occurs, since the chosen time series is usually very expensive to measure or extremely difficult to obtain compared to the rest. Our studies on real data suggest, that our method is substantially more robust to predicting multiple steps ahead than the existing methods in these complex domains.
Starting Page	1312
Ending Page	1319
File Size	362450
Page Count	8
File Format	PDF
ISBN	9781424492442
DOI	10.1109/ICDMW.2010.8
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2010-12-13
Publisher Place	Australia
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	non-stationary Computational modeling Time series analysis Hidden Markov models Clustering algorithms Predictive models Prediction algorithms time series Complexity theory
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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