A new method for prediction of stationary time series using the Riemann sum approximation.
Mohammad MohammadiPublished in: Digit. Signal Process. (2022)
Keyphrases
- similarity measure
- detection method
- support vector machine svm
- high accuracy
- exponential smoothing
- moving average
- closed form
- theoretical analysis
- experimental evaluation
- dynamic programming
- cost function
- feature selection
- multivariate time series
- prediction algorithm
- autoregressive
- objective function
- prediction accuracy
- model selection
- high precision
- prior knowledge
- non stationary
- clustering method
- image sequences
- chaotic time series
- computational cost