Application of specialized DFA for time series forecasting

Author:

Pavlova U. V.1,Rakitskiy A. A.1

Affiliation:

1. Siberian State University of Telecommunications and Information Science

Abstract

In this paper the possibility of using deterministic finite automaton to forecast time series in real time is considered. To solve this problem, a modification of the automaton with 10 reading heads designed to recognize multilinear sequences is proposed. The article presents modifications of this automaton, algorithms for their implementation, and demonstrates the results for various time series. In addition, the paper presents a method for changing the algorithm of the automaton ensuring its step-by-step execution. 

Publisher

Siberian State University of Telecommunications and Informatics

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