A novel multivariate grey model for forecasting periodic oscillation time series.
Yaoguo DangYifan ZhangJunjie WangPublished in: Expert Syst. Appl. (2023)
Keyphrases
- grey model
- exponential smoothing
- multivariate time series
- quasi periodic
- grey prediction
- periodic patterns
- multivariate data
- verhulst model
- multivariate time series data
- moving average
- periodicity detection
- prediction model
- sequential data
- regression model
- demand forecasting
- dynamic time warping
- change point detection
- autoregressive integrated moving average
- granger causality
- temporal data
- phase space reconstruction
- temporal patterns
- weather forecasting
- forecasting accuracy
- data mining
- autoregressive
- non stationary
- knowledge discovery
- financial time series
- long term