Forecasting Time Series With VARMA Recursions on Graphs.
Elvin IsufiAndreas LoukasNathanaël PerraudinGeert LeusPublished in: IEEE Trans. Signal Process. (2019)
Keyphrases
- weather forecasting
- financial time series
- forecasting accuracy
- surprising patterns
- arma model
- box jenkins
- exponential smoothing
- short term
- chaotic time series
- graph theory
- graph theoretic
- garch model
- bp neural network
- neural network
- forecasting model
- multivariate time series
- hybrid model
- graph structure
- exchange rate
- medium term
- graph clustering
- directed graph
- arima model
- moving average
- non stationary
- spanning tree
- graph databases
- support vector regression
- stock market
- social networks
- long term
- artificial neural networks
- neural network model
- graph structures
- financial data
- early warning
- symbolic representation
- undirected graph
- graph model