Applications of the Moving Average of nth -Order Difference Algorithm for Time Series Prediction

  • Yang Lan
  • Daniel Neagu
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4632)


Currently, as a typical problem in data mining, Times Series Analysis and Prediction are facing continuously more applications on a wide variety of domains. Huge data collections are generated or updated from science, military, financial and environmental applications. Prediction of the future trends based on previous and existing values is of a high importance and various machine learning algorithms have been proposed. In this paper we discuss results of a new approach based on the moving average of the n th -order difference of limited range margin series terms. Based on our original approach, a new algorithm has been developed: performances on measurement records of sunspots for more than 200 years are reported and discussed. Finally, Artificial Neural Networks (ANN) are added for improving the precision of prediction by addressing the error of prediction in the initial approach.


Time Series Analysis Pseudo-periodical Time Series Prediction nth-order Difference 


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Copyright information

© Springer Berlin Heidelberg 2007

Authors and Affiliations

  • Yang Lan
    • 1
  • Daniel Neagu
    • 1
  1. 1.Department of Computing, University of Bradford, Bradford, BD7 1DPUK

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