Transforming Autoregression: Interpretable and Expressive Time Series Forecast.
David RügamerPhilipp F. M. BaumannThomas KneibTorsten HothornPublished in: CoRR (2021)
Keyphrases
- exponential smoothing
- box jenkins
- chaotic time series
- forecasting accuracy
- phase space reconstruction
- arima model
- dynamic time warping
- multivariate time series
- short term
- moving average
- non stationary
- phase space
- data sets
- abnormal patterns
- demand forecasting
- forecasting model
- early warning
- data mining tasks
- bp neural network
- long term
- multiscale
- databases
- chronic hepatitis
- real time
- autoregressive integrated moving average