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Prediction intervals for the vector singular spectrum analysis forecasting algorithm in a median-based singular spectrum analysis.
Rahim Mahmoudvand
Paulo Canas Rodrigues
Published in:
Comput. Math. Methods (2021)
Keyphrases
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singular spectrum analysis
computational complexity
preprocessing
np hard
change point detection
objective function
simulated annealing
genetic algorithm
decision trees
optimal solution
high dimensional
probabilistic model
detection algorithm