Compound Autoregressive Network for Prediction of Multivariate Time Series.

Yuting Bai Xuebo Jin Xiaoyi Wang Tingli Su Jian-Lei Kong Yutian Lu

Published in: Complex. (2019)

Keyphrases

autoregressive
multivariate time series
moving average
phase space reconstruction
financial time series
non stationary
multivariate time series data
random fields
sar images
feature selection
markov random field