A NEW INSIGHT INTO PREDICTION MODELING SYSTEMS

Article type: Research Article

Authors: Suh, Sang C. | Saffer, Sam I. | Li, Dan | Gao, Jingmiao

Affiliations: Department of Computer Science, Texas A&M University-Commerce, Commerce, TX 75428, USA

Abstract: Data mining and forecasting has attracted a lot of research interest in time series data sequence. The paper brings a new insight in how to select different time series forecasting models to make prediction according to different situations and data patterns. The contribution of this research is to facilitate prediction modelling system design for extensive forecasting purpose.

Keywords: forecasting, prediction, time series, stochastic, data mining and knowledge discovery, intelligent database, smoothing, ARIMA, Box-Jenkins, regression, neural network, expert system

Journal: Journal of Integrated Design & Process Science, vol. 8, no. 2, pp. 85-104, 2004