Time series: Empirical characterization and artificial neural network-based selection of forecasting techniques.
María Guadalupe Villarreal MarroquínMary Carmen Acosta CervantesJosé Luis Martínez FloresMauricio Cabrera-RíosPublished in: Intell. Data Anal. (2009)
Keyphrases
- financial time series
- weather forecasting
- forecasting accuracy
- exponential smoothing
- short term
- arma model
- non stationary
- hybrid model
- selection criteria
- genetic algorithm
- garch model
- multivariate time series
- selection algorithm
- stock market
- selection strategy
- database
- chronic hepatitis
- support vector regression
- forecasting model
- hidden markov models
- turning points
- arima model
- data structure
- multiscale
- fractal dimensions
- box jenkins