High-dimensional Multivariate Time Series Forecasting in IoT Applications using Embedding Non-stationary Fuzzy Time Series.
Hugo Vinicius BitencourtFrederico Gadelha GuimarãesPublished in: CoRR (2021)
Keyphrases
- multivariate time series
- non stationary
- financial time series
- high dimensional
- autoregressive
- phase space reconstruction
- dimension reduction
- multivariate time series data
- dimensionality reduction
- temporal data
- moving average
- categorical data
- random fields
- spatial structure
- low dimensional
- high dimensional data
- nearest neighbor
- feature space
- high dimensionality
- temporal patterns
- granger causality
- human motion
- multi dimensional
- feature extraction
- image processing
- small sample size
- short term
- change point detection
- data points