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Online Forecasting of Synchronous Time Series Based on Evolving Linear Models.

Sina JahandariAhmad KalhorBabak Nadjar Araabi
Published in: IEEE Trans. Syst. Man Cybern. Syst. (2020)
Keyphrases
  • linear models
  • linear model
  • variable selection
  • linear regression
  • forecasting accuracy
  • gaussian processes
  • box jenkins
  • data sets
  • high dimensional
  • least squares