Forecasting Time Series with VARMA Recursions on Graphs.
Elvin IsufiAndreas LoukasNathanaël PerraudinGeert LeusPublished in: CoRR (2018)
Keyphrases
- weather forecasting
- forecasting accuracy
- financial time series
- exponential smoothing
- arma model
- surprising patterns
- short term
- chaotic time series
- hybrid model
- box jenkins
- graph matching
- support vector regression
- graph mining
- graph theory
- graph model
- garch model
- long term
- graph theoretic
- exchange rate
- non stationary
- chronic hepatitis
- early warning
- graph databases
- dynamic time warping
- weighted graph
- graph structure
- bp neural network
- multivariate time series
- moving average
- graph representation
- stock price
- arima model
- medium term
- directed graph
- stock market