Autoregressive short-term prediction of turning points using support vector regression
Ran El-YanivAlexandra FaynburdPublished in: CoRR (2012)
Keyphrases
- autoregressive
- turning points
- short term prediction
- short term
- financial time series
- arma model
- non stationary
- moving average
- neural network
- wind speed
- long term
- gaussian markov random field
- multivariate time series
- stock market
- random fields
- wind power
- random field models
- sar images
- stock price
- autoregressive moving average
- parameter estimation
- multiresolution
- image sequences