Univariate Time Series Forecasting: Machine Learning Prediction of the Best Suitable Forecast Model Based on Time Series Characteristics.
Daniel KieferMarkus BauerFlorian GrimmPublished in: KES-HCIS (2021)
Keyphrases
- arima model
- machine learning
- box jenkins
- exponential smoothing
- multivariate time series
- phase space reconstruction
- chaotic time series
- short term
- moving average
- forecasting accuracy
- autoregressive integrated moving average
- mackey glass
- prediction accuracy
- hybrid model
- prediction model
- neural network
- pattern recognition
- failure prediction
- financial time series
- decision trees
- artificial intelligence
- load forecasting
- autoregressive
- forecasting model
- statistical methods
- machine learning methods
- feature selection
- information extraction
- long term
- prediction error
- phase space
- dynamic time warping
- knowledge representation
- early warning
- computational biology
- neuro fuzzy
- inductive learning
- protein secondary structure prediction
- inductive logic programming
- regression model
- machine learning algorithms
- non stationary
- knowledge acquisition
- natural language processing
- support vector machine
- autoregressive conditional heteroscedasticity