Enhancing Forecasting Performance of Multivariate Time Series Using New Hybrid Feature Selection.
Roselina SallehuddinSiti Mariyam ShamsuddinNoorfa Haszlinna MustafaPublished in: ICIC (3) (2012)
Keyphrases
- multivariate time series
- feature selection
- phase space reconstruction
- dimension reduction
- multivariate time series data
- feature extraction
- text classification
- temporal data
- support vector
- unsupervised learning
- autoregressive
- spatial structure
- machine learning
- preprocessing
- feature space
- short term
- high dimensionality
- human motion
- data structure