Time series sampling for probabilistic forecasting.
Nicholas PrayogoMucahit CevikMerve BodurPublished in: CASCON (2020)
Keyphrases
- weather forecasting
- forecasting accuracy
- financial time series
- exponential smoothing
- probabilistic model
- short term
- arma model
- probabilistic logic
- bayesian networks
- generative model
- box jenkins
- dynamic time warping
- stock market
- hybrid model
- support vector regression
- long term
- random sampling
- chaotic time series
- neural network
- bp neural network
- non stationary
- mackey glass
- data mining tasks
- autoregressive integrated moving average
- arima model
- foreign exchange
- forecasting model
- financial data
- symbolic representation
- sample size
- decision trees