A new time series prediction algorithm based on moving average of nth-order difference

@article{Lan2007ANT,
  title={A new time series prediction algorithm based on moving average of nth-order difference},
  author={Yang Lan and Daniel Neagu},
  journal={Sixth International Conference on Machine Learning and Applications (ICMLA 2007)},
  year={2007},
  pages={248-253}
}
As a typical research topic, time series analysis and prediction face a continuously rising interest and have been widely applied in various domains. Current approaches focus on a large number of data collections, using mathematics, statistics and artificial intelligence methods, to process and make a prediction on the next most probable value. This paper proposes a new algorithm using moving average of nth-order difference to predict the next term for pseudo- periodical time series. We use… CONTINUE READING

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