![]() |
ИСТИНА |
Войти в систему Регистрация |
ФНКЦ РР |
||
The studied problem is prediction of time series based on preceding values of several time series (a multi-dimensional time series). Besides prediction itself, the task is finding precursors, i.e. determination of a set of the most significant input features in coordinates "initial time series - lag". A four-stage prediction algorithm based on neural network committee has been suggested, implemented and studied. The algorithm has been successfully tested on one model problem and on one real world problem.