Non-linear time series clustering based on non-parametric forecast densities.
José Antonio VilarA. M. AlonsoJuan Manuel VilarPublished in: Comput. Stat. Data Anal. (2010)
Keyphrases
- exponential smoothing
- probability density function
- forecasting accuracy
- box jenkins
- chaotic time series
- arima model
- semi parametric
- demand forecasting
- phase space reconstruction
- non stationary
- hybrid model
- neural network
- dynamic time warping
- moving average
- gaussian process
- mackey glass
- short term
- gaussian processes
- multivariate time series
- phase space
- density estimation
- probability distribution
- stock market
- data sets
- water consumption
- chronic hepatitis
- multi variate
- turning points
- data mining tasks
- sequential data
- probability density