On Forecasting Amazon EC2 Spot Prices Using Time-Series Decomposition with Hybrid Look-Backs.
Mohan Baruwal ChhetriMarkus LumpeQuoc Bao VoRyszard KowalczykPublished in: EDGE (2017)
Keyphrases
- spot market
- garch model
- weather forecasting
- financial time series
- forecasting accuracy
- technical indicators
- exponential smoothing
- arma model
- quasi periodic
- stock market
- short term
- chaotic time series
- box jenkins
- electronic commerce
- non stationary
- decomposition method
- mackey glass
- long term
- arima model
- moving average
- decomposition methods
- dynamic time warping
- autoregressive
- wavelet packet
- long run
- exchange rate
- electricity markets
- turning points
- symbolic representation
- early warning
- hybrid model
- forecasting model
- support vector regression
- medium term
- prediction model
- neural network model
- similarity measure
- short term prediction