Sparse short-term time series forecasting models via minimum model complexity.
Pawas GuptaSanjit S. Batra JayadevaPublished in: Neurocomputing (2017)
Keyphrases
- short term
- forecasting model
- long term
- probabilistic model
- statistical model
- short term and long term
- hybrid model
- computational model
- arima model
- autoregressive
- parameter estimation
- linear model
- long term memory
- experimental data
- bayesian framework
- feature selection
- short term prediction
- neural network
- linear models
- random fields
- bp neural network
- stock market
- statistical models
- learning algorithm