Multivariate time series forecasting using independent component analysis.

Theodor D. Popescu

Published in: ETFA (2) (2003)

Keyphrases

multivariate time series
financial time series
phase space reconstruction
multivariate time series data
categorical data
temporal data
temporal patterns
dimension reduction
neural network
spatial structure
short term
autoregressive
human motion
moving average
electricity consumption
data streams
website