Correlated daily time series and forecasting in the M4 competition.
Anti IngelNovin ShahroudiMarkus KängseppAndre TättarViacheslav KomisarenkoMeelis KullPublished in: CoRR (2020)
Keyphrases
- weather forecasting
- forecasting accuracy
- financial time series
- arma model
- exponential smoothing
- box jenkins
- chaotic time series
- short term
- forecasting model
- hybrid model
- stock market
- garch model
- mackey glass
- non stationary
- support vector regression
- dynamic time warping
- bp neural network
- demand forecasting
- multivariate time series
- autoregressive integrated moving average
- moving average
- highly correlated
- support vector machine
- subsequence matching
- distance measure
- neural network
- short term prediction
- data sets
- load forecasting
- crude oil
- financial data
- exchange rate
- neural network model
- long term
- chronic hepatitis