Login / Signup

Robust exponential smoothing of multivariate time series.

Christophe CrouxSarah GelperKoen Mahieu
Published in: Comput. Stat. Data Anal. (2010)
Keyphrases
  • multivariate time series
  • exponential smoothing
  • dimension reduction
  • categorical data
  • multivariate time series data
  • feature selection
  • pattern recognition
  • markov random field
  • non stationary
  • prediction model