@inproceedings{38d2d4353ad246c4a699cbd28b5041cf,
title = "A stratified model for short-term prediction of time series",
abstract = "This paper develops a model for short-term prediction of time series based on Element Oriented Analysis (EOA). The EOA model represents nonlinear changes in a time series as strata and uses these in developing a predictive model. The strata features used by the EOA model have the potential to improve its forecasting performance on non-linear data relative to the performance of existing methods. We demonstrate the characteristics of the EOA model using an empirical study of stock indices from eight major stock markets. The study provides comparisons of the accuracy and time efficiency between ARIMA, Neural Networks and the EOA model. Our findings indicate that the EOA model is a promising approach for short-term time series prediction.",
author = "Yihao Zhang and Orgun, {Mehmet A.} and Rohan Baxter and Weiqiang Lin",
year = "2010",
doi = "10.1007/978-3-642-15246-7_35",
language = "English",
isbn = "3642152457",
volume = "6230 LNAI",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer, Springer Nature",
pages = "372--383",
editor = "Byoung-Tak Zhang and Orgun, {Mehmet A.}",
booktitle = "PRICAI 2010: Trends in Artificial Intelligence - 11th Pacific Rim International Conference on Artificial Intelligence, Proceedings",
address = "United States",
note = "11th Pacific Rim International Conference on Artificial Intelligence, PRICAI 2010 ; Conference date: 30-08-2010 Through 02-09-2010",
}