Deep and Confident Prediction for Time Series at Uber.
Lingxue ZhuNikolay LaptevPublished in: ICDM Workshops (2017)
Keyphrases
- prediction accuracy
- financial time series
- exponential smoothing
- box jenkins
- non stationary
- prediction error
- extreme values
- prediction model
- dynamic time warping
- short term prediction
- chaotic time series
- prediction algorithm
- stock market
- predictive model
- symbolic representation
- feature selection
- information systems
- genetic algorithm
- information retrieval