Time series analysis and prediction using case based reasoning technology. Analiza i predviđanja toka vremenskih serija pomoću "case-based reasoning" -tehnologije

Abstract

<p>This thesis describes one promising approach where a problem of time<br />series analysis and prediction was solved by using Case Based Reasoning<br />(CBR) technology. Foundations and main concepts of this technology are<br />described in detail. Furthermore, a detailed study of different approaches in<br />time series analysis is given. System CuBaGe (Curve Base Generator) - A<br />robust and general architecture for curve representation and indexing time<br />series databases, based on Case based reasoning technology, was<br />developed. Also, a corresponding similarity measure was modelled for a<br />given kind of curve representation. The presented architecture may be<br />employed equally well not only in conventional time series (where all<br />values are known), but also in some non-standard time series (sparse,<br />vague, non-equidistant). Dealing with the non-standard time series is the<br />highest advantage of the presented architecture.</p>

<p>U ovoj doktorskoj disertaciji prikazan je interesantan i perspektivan pristup<br />re&scaron;avanja problema analize i predviđanja vremenskih serija kori&scaron;ćenjem<br />Case Based Reasoning (CBR) tehnologije. Detaljno su opisane osnove i<br />glavni koncepti ove tehnologije. Takođe, data je komparativna analiza<br />različitih pristupa u analizi vremenskih serija sa posebnim osvrtom na<br />predviđanje. Kao najveći doprinos ove disertacije, prikazan je sistem<br />CuBaGe (Curve Base Generator) u kome je realizovan originalni način<br />reprezentacije vremenskih serija zajedno sa, takođe originalnom,<br />odgovarajućom merom sličnosti. Robusnost i generalnost sistema<br />ilustrovana je realnom primenom u domenu finansijskog predviđanja, gde<br />je pokazano da sistem jednako dobro funkcioni&scaron;e sa standardnim, ali i sa<br />nekim nestandardnim vremenskim serijama (neodređenim, retkim i<br />neekvidistantnim).</p>