(One Example of K-NN in Prediction (Time Series)) |
(New section: Advantage and Disadvantage of K-NN Algorithm) |
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Time Series Estimation Problem | Time Series Estimation Problem | ||
We will estimate value of Y for x = 6. | We will estimate value of Y for x = 6. | ||
| − | X | + | X = 1 2 3 4 7 6 |
| − | + | Y = 5 9 15 20 30 ? | |
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1. Decide K. In this example let K = 2. | 1. Decide K. In this example let K = 2. | ||
2. Find distance from the current X value | 2. Find distance from the current X value | ||
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| + | distance: 5 4 3 2 1 | ||
3. Decide K-NN value => 20 & 30 | 3. Decide K-NN value => 20 & 30 | ||
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Answer: Estimated(Predicted) Y = 25 | Answer: Estimated(Predicted) Y = 25 | ||
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| + | == Advantage and Disadvantage of K-NN Algorithm == | ||
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| + | Advantage | ||
| + | 1. Strong to noisy data | ||
| + | 2. Works very well for large training data | ||
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| + | Disadvantage | ||
| + | 1. Highly dependent on the parameter K | ||
| + | 2. Computational cost is very high since we need to calculate distance for every input from the traing samples | ||
| + | 3. Performance varies depending on distance measure | ||
Latest revision as of 22:10, 5 April 2008
Time Series Estimation Problem We will estimate value of Y for x = 6.
X = 1 2 3 4 7 6 Y = 5 9 15 20 30 ?
1. Decide K. In this example let K = 2.
2. Find distance from the current X value
distance: 5 4 3 2 1
3. Decide K-NN value => 20 & 30
4. Estimate Y value by taking K mean values of X
Y = (20+30)/2 = 25
Answer: Estimated(Predicted) Y = 25
Advantage and Disadvantage of K-NN Algorithm
Advantage 1. Strong to noisy data 2. Works very well for large training data
Disadvantage 1. Highly dependent on the parameter K 2. Computational cost is very high since we need to calculate distance for every input from the traing samples 3. Performance varies depending on distance measure
