Cross-Frequency Time Series Meta-Forecasting.
Mike Van NessHuibin ShenHao WangXiaoyong JinDanielle C. MaddixKarthick GopalswamyPublished in: CoRR (2023)
Keyphrases
- forecasting accuracy
- weather forecasting
- financial time series
- arma model
- exponential smoothing
- box jenkins
- moving average
- hybrid model
- short term
- demand forecasting
- support vector regression
- forecasting model
- low frequency
- non stationary
- bp neural network
- chaotic time series
- neural network model
- mackey glass
- autoregressive integrated moving average
- dynamic time warping
- arima model
- data mining
- chronic hepatitis
- medium term
- financial data
- meta reasoning
- multivariate time series
- prediction model
- electricity consumption
- turning points
- garch model
- stock market
- high frequency
- autoregressive
- regression model
- long term
- exchange rate
- genetic algorithm
- multidimensional time series
- short term prediction