Forecasting Big Time Series: Theory and Practice.
Christos FaloutsosValentin FlunkertJan GasthausTim JanuschowskiYuyang WangPublished in: WWW (Companion Volume) (2020)
Keyphrases
- weather forecasting
- financial time series
- theoretical framework
- real world
- non stationary
- exponential smoothing
- artificial intelligence
- box jenkins
- multivariate time series
- general theory
- short term
- data structure
- autoregressive
- support vector regression
- information theory
- stock market
- forecasting accuracy
- chaotic time series
- theoretical frameworks
- long term
- phase space reconstruction