Forecasting in multivariate irregularly sampled time series with missing values.
Shivam SrivastavaPrithviraj SenBerthold ReinwaldPublished in: CoRR (2020)
Keyphrases
- missing values
- multivariate time series
- weather forecasting
- financial time series
- forecasting accuracy
- missing data
- box jenkins
- missing data imputation
- incomplete data
- data imputation
- high dimensional data
- data matrix
- incomplete data sets
- forecasting model
- neural network model
- missing information
- imputation methods
- stock market
- data cleaning
- feature values
- dimension reduction
- machine learning
- unseen data
- non stationary