A note on prediction for discrete time series.
Gusztáv MorvaiBenjamin WeissPublished in: Kybernetika (2012)
Keyphrases
- financial time series
- prediction accuracy
- moving average
- sequence prediction
- real valued time series
- prediction model
- prediction algorithm
- exponential smoothing
- multivariate time series
- extreme values
- prediction error
- dynamic time warping
- onset detection
- turning points
- discrete valued
- grey prediction model
- box jenkins
- neural network
- chaotic time series
- subsequence matching
- financial data
- stock market
- information systems
- social networks