Time-series ML-regression on Graphcore IPU-M2000 and Nvidia A100.
Jan BalewskiZhenying LiuAlexander TsyplikhinManuel Lopez RolandKristofer E. BouchardPublished in: PMBS@SC (2022)
Keyphrases
- multi variate
- maximum likelihood
- regression model
- non stationary
- dynamic time warping
- regression algorithm
- support vector regression
- simple linear
- model selection
- linear regression
- multivariate time series
- regression problems
- parallel implementation
- abnormal patterns
- graphics processors
- forecasting accuracy
- regression analysis
- stock market
- polynomial regression
- regression method
- real time
- ridge regression
- multidimensional time series
- financial time series
- regression methods
- partial least squares
- gaussian processes
- stock price
- autoregressive
- em algorithm
- data mining
- neural network