High-dimensional Multivariate Time Series Forecasting using Self-Organizing Maps and Fuzzy Time Series.
Matheus Cascalho dos SantosFrederico Gadelha GuimarãesPetrônio Cândido de Lima e SilvaPublished in: FUZZ-IEEE (2021)
Keyphrases
- multivariate time series
- high dimensional
- financial time series
- phase space reconstruction
- dimension reduction
- multivariate time series data
- temporal data
- low dimensional
- autoregressive
- temporal patterns
- categorical data
- granger causality
- high dimensional data
- feature space
- short term
- spatial structure
- dimensionality reduction
- small sample size
- nearest neighbor
- data sets
- stochastic processes
- multi dimensional