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.