Non-stationary Multivariate Time Series Prediction with Selective Recurrent Neural Networks.
Jiexi LiuSongcan ChenPublished in: PRICAI (3) (2019)
Keyphrases
- recurrent neural networks
- non stationary
- multivariate time series
- financial time series
- phase space reconstruction
- chaotic time series
- autoregressive
- neural network
- feed forward
- multivariate time series data
- artificial neural networks
- categorical data
- echo state networks
- temporal patterns
- temporal data
- dimension reduction
- random fields
- learning algorithm
- spatial structure
- human motion
- sequential patterns