GraFITi: Graphs for Forecasting Irregularly Sampled Time Series.
Vijaya Krishna YalavarthiKiran MadhusudhananRandolf ScholzNourhan AhmedJohannes BurchertShayan JawedStefan BornLars Schmidt-ThiemePublished in: AAAI (2024)
Keyphrases
- weather forecasting
- financial time series
- forecasting accuracy
- surprising patterns
- box jenkins
- arma model
- short term
- exponential smoothing
- uniform random
- stock market
- graph matching
- graph theoretic
- directed graph
- exchange rate
- medium term
- arima model
- chaotic time series
- hybrid model
- graph representation
- mackey glass
- turning points
- multivariate time series
- forecasting model
- support vector regression
- long term
- moving average
- undirected graph
- stock price
- bp neural network
- neural network
- garch model
- graph kernels
- graph clustering
- spanning tree
- autoregressive
- dynamic time warping
- weighted graph
- graph theory