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Using an Economically Justified Trend for the Stationarity of Time Series in ARMA Models.
Victor Dostov
Pavel Pimenov
Pavel Shoust
Rita Fedorova
Published in:
ICCSA (2) (2022)
Keyphrases
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autoregressive
moving average
non stationary
machine learning
autoregressive moving average
neural network
prior knowledge
data sets
information retrieval
multi agent systems
hidden markov models
model selection
stock market
random fields
historical data
dynamic time warping