Machine learning applications in time series hierarchical forecasting.
Mahdi AbolghasemiRob J. HyndmanGarth TarrChristoph BergmeirPublished in: CoRR (2019)
Keyphrases
- machine learning
- weather forecasting
- financial time series
- forecasting accuracy
- arma model
- chaotic time series
- machine learning methods
- box jenkins
- short term
- exponential smoothing
- explanation based learning
- dynamic time warping
- artificial intelligence
- support vector regression
- learning tasks
- machine learning algorithms
- pattern recognition
- garch model
- hierarchical clustering
- stock market
- multivariate time series
- forecasting model
- text classification
- computer vision
- machine learning approaches
- hybrid model
- exchange rate
- decision trees
- medium term
- mackey glass
- data mining
- long term
- support vector machine
- supervised learning
- unsupervised learning
- stock price
- load forecasting
- information extraction
- natural language processing
- computational intelligence
- feature selection
- semi supervised learning
- moving average
- phase space
- reinforcement learning
- hierarchical structure
- support vector
- hierarchical model
- neural network model
- coarse to fine
- artificial neural networks