Clustering nonlinear time series with neural network bootstrap forecast distributions.
Michele La RoccaFrancesco GiordanoCira PernaPublished in: Int. J. Approx. Reason. (2021)
Keyphrases
- neural network
- self organizing maps
- chaotic time series
- clustering algorithm
- mackey glass
- exponential smoothing
- phase space reconstruction
- arima model
- multivariate time series
- short term prediction
- unsupervised learning
- clustering method
- forecasting accuracy
- data mining tasks
- auto associative
- random variables
- back propagation
- autoregressive integrated moving average
- streaming time series
- autoregressive conditional heteroscedasticity
- artificial neural networks
- prediction model
- k means
- hierarchical clustering
- probability distribution
- neural network model
- bp neural network
- nonlinear dynamic systems
- fuzzy logic
- non stationary
- multivariate time series data
- spectral clustering
- adaptive resonance theory
- adaptive neural
- feed forward neural networks
- categorical data
- data points
- short term load forecasting
- radial basis function
- data clustering
- neural gas
- recurrent neural networks
- dynamic time warping