A Deep Hybrid Neural Network Forecasting for Multivariate Non-stationary Time Series.
Xiaojian YangXiyu LiuPublished in: HCC (2020)
Keyphrases
- hybrid neural network
- neural network
- short term
- weather forecasting
- medium term
- exchange rate
- multivariate data
- multivariate normal
- forecasting model
- grey model
- point processes
- exponential smoothing
- failure prediction
- mixed data
- crude oil
- electricity consumption
- forecasting accuracy
- foreign exchange
- autoregressive model
- forecast models
- arma model
- deep learning
- multivariate gaussian distribution
- database