<p>This thesis describes one promising approach where a problem of time<br />series analysis and prediction was solved by using Case Based Reasoning<br />(CBR) technology. Foundations and main concepts of this technology are<br />described in detail. Furthermore, a detailed study of different approaches in<br />time series analysis is given. System CuBaGe (Curve Base Generator) - A<br />robust and general architecture for curve representation and indexing time<br />series databases, based on Case based reasoning technology, was<br />developed. Also, a corresponding similarity measure was modelled for a<br />given kind of curve representation. The presented architecture may be<br />employed equally well not only in conventional time series (where all<br />values are known), but also in some non-standard time series (sparse,<br />vague, non-equidistant). Dealing with the non-standard time series is the<br />highest advantage of the presented architecture.</p> / <p>U ovoj doktorskoj disertaciji prikazan je interesantan i perspektivan pristup<br />rešavanja problema analize i predviđanja vremenskih serija korišćenjem<br />Case Based Reasoning (CBR) tehnologije. Detaljno su opisane osnove i<br />glavni koncepti ove tehnologije. Takođe, data je komparativna analiza<br />različitih pristupa u analizi vremenskih serija sa posebnim osvrtom na<br />predviđanje. Kao najveći doprinos ove disertacije, prikazan je sistem<br />CuBaGe (Curve Base Generator) u kome je realizovan originalni način<br />reprezentacije vremenskih serija zajedno sa, takođe originalnom,<br />odgovarajućom merom sličnosti. Robusnost i generalnost sistema<br />ilustrovana je realnom primenom u domenu finansijskog predviđanja, gde<br />je pokazano da sistem jednako dobro funkcioniše sa standardnim, ali i sa<br />nekim nestandardnim vremenskim serijama (neodređenim, retkim i<br />neekvidistantnim).</p>
| Identifer | oai:union.ndltd.org:uns.ac.rs/oai:CRISUNS:(BISIS)73287 |
| Date | 05 October 2009 |
| Creators | Kurbalija Vladimir |
| Contributors | Ivanović Mirjana, Budimac Zoran, Racković Miloš, Luković Ivan |
| Publisher | Univerzitet u Novom Sadu, Prirodno-matematički fakultet u Novom Sadu, University of Novi Sad, Faculty of Sciences at Novi Sad |
| Source Sets | University of Novi Sad |
| Language | English |
| Detected Language | English |
| Type | PhD thesis |
| Format | application/pdf |
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