VTG schemes for using back propagation for multivariate time series prediction

摘要: This research proposes the three schemes of estimating and adding mid-terms to multivariate time series. In this research, back propagation is adopted as approach series prediction. It traditionally designed for task with two models: separated model combined model. proposed version prediction systems, mid-term estimator added additional module traditional version. validated empirically that VTG (Virtual Term Generation) are effective on using four test data sets: artificial one a real one.