Robust prediction in nearly periodic time series using motifs.

Woon Huei Chai Hongliang Guo Shen-Shyang Ho

Published in: IJCNN (2014)

Keyphrases

financial time series
prediction accuracy
moving average
prediction model
prediction algorithm
partial occlusion
similarity measure
non stationary
temporal patterns
autoregressive
periodic patterns
extreme values
protein function prediction
chaotic time series