A Set of Time Series Prediction Models Based on Difference Method

Abstract

Abstract-This paper proposed a set of time series prediction models based on difference method(ASD). For a time series, the computer can automatically find the time series search method to filter out the ideal in ASD prediction model. For example, the forecast number of registered at the University of Alabama in 1971~1992 years, the ideal forecasting model is Aj (0.000003,0.000003), which can make the mean square error MSE=0 and the average prediction error rate AFER=0%, that thoroughly solve the unsatisfactory prediction accuracy of the existing fuzzy time series forecasting model. Keywords-differential rate; a set of time series prediction models; ASD's sum of fraction functions Kj (U, V)