Journal of Fundamentals of Renewable Energy and Applications
Open Access
ISSN: 2090-4541
+44 1300 500008
ISSN: 2090-4541
+44 1300 500008
Carsten Croonenbroeck
Justus-von-Liebig-Weg 2, 18059 Rostock
Germany
Research Article
An Implementation of the Mycielski Algorithm as a Predictor in R
Author(s): Carsten Croonenbroeck and Daniel AmbachCarsten Croonenbroeck and Daniel Ambach
Univariate time series analysis is usually performed by arbitrarily complex parametric modeling. At least for prediction, a simple non-parametric alternative is the Mycielski algorithm, a forecasting method based on pat- tern matching. The reproducible research presented here shows how to perform out of sample forecasts using the methodology of Mycielski. The algorithm provides well results in scenarios where usual univariate models such as ARIMA family models return limited accuracy. In this article we describe the idea of the Mycielski based prediction algorithm in general. We contribute a reference implementation in R and give a short example... View More»
DOI:
10.4172/2090-4541.1000195