Sample-based forecasting exploiting hierarchical time series.
Ulrike FischerFrank RosenthalWolfgang LehnerPublished in: IDEAS (2012)
Keyphrases
- weather forecasting
- forecasting accuracy
- financial time series
- arma model
- non stationary
- short term
- exponential smoothing
- box jenkins
- stock market
- forecasting model
- hybrid model
- arima model
- data sets
- sample size
- financial data
- dynamic time warping
- support vector regression
- moving average
- chaotic time series
- sample points
- phase space reconstruction
- garch model
- crude oil
- stock price
- data mining tasks
- prediction model
- hierarchical structure
- artificial neural networks