Taylor Series Prediction of Time Series Data with Error Propagated by Artificial Neural Network

Abstract

Modeling and forecasting of a time series data is an integral part of the Data Mining. Sun spot numbers observed on the sun are a good candidate for a time series. A number of linear statistical models are discussed in this paper because Taylor series has similarity with an Auto Regressive model. A new algorithm based on Taylor series expansion and artificial neural network is presented. Based on Taylor series algorithm and ARIMA model, the Sunspot numbers are forecasted and compared. General Terms Time Series, modeling, forecasting, ARIMA model, Random process.