GRU-CP: Non-stationary Time Series Forecasting with Change Point Detection.
Zhihua DingKeqin ShiWeiqiang SunPublished in: CyberC (2023)
Keyphrases
- change point detection
- non stationary
- change point
- singular spectrum analysis
- normalized maximum likelihood
- artificial neural networks
- high dimensional time series
- autoregressive
- adaptive algorithms
- blind source separation
- empirical mode decomposition
- databases
- image processing
- computational complexity
- multiresolution