Pattern matching under dynamic time warping for time series prediction

Abstract

Time series forecasting based on pattern matching has received a lot of interest in the recent years due to its simplicity and the ability to predict complex nonlinear behavior. In this paper, we investigate into the predictive potential of the method using k-NN algorithm based on R*-tree under dynamic time warping (DTW) measure. The experimental results on four real datasets showed that this approach could produce promising results in terms of prediction accuracy on time series forecasting when comparing to the similar method under Euclidean distance.