PIETS: Parallelised Irregularity Encoders for Forecasting with Heterogeneous Time-Series.
Futoon M. AbushaqraHao XueYongli RenFlora D. SalimPublished in: CoRR (2021)
Keyphrases
- weather forecasting
- forecasting accuracy
- financial time series
- arma model
- box jenkins
- chaotic time series
- exponential smoothing
- hybrid model
- forecasting model
- arima model
- moving average
- demand forecasting
- video compression
- short term
- garch model
- medium term
- mackey glass
- neural network
- neural network model
- exchange rate
- dynamic time warping
- turning points
- bp neural network
- electricity consumption
- fractal dimension
- support vector regression
- phase space reconstruction
- data sets
- phase space
- stock market
- grey model
- early warning
- error propagation
- multivariate time series
- autoregressive model