PIETS: Parallelised Irregularity Encoders for Forecasting with Heterogeneous Time-Series.
Futoon M. AbushaqraHao XueYongli RenFlora D. SalimPublished in: ICDM (2021)
Keyphrases
- weather forecasting
- forecasting accuracy
- financial time series
- arma model
- exponential smoothing
- box jenkins
- hybrid model
- chaotic time series
- stock market
- dynamic time warping
- mackey glass
- support vector regression
- forecasting model
- garch model
- non stationary
- phase space reconstruction
- short term
- multivariate time series
- moving average
- exchange rate
- arima model
- medium term
- long term
- prediction model
- stock price
- video compression
- bp neural network
- short term prediction
- chronic hepatitis
- fractal dimension
- demand forecasting
- turning points
- symbolic representation
- heterogeneous networks
- error propagation