Generalizing the Theta method for automatic forecasting.
Evangelos SpiliotisVassilios AssimakopoulosSpyros MakridakisPublished in: Eur. J. Oper. Res. (2020)
Keyphrases
- pairwise
- high accuracy
- computationally efficient
- detection method
- experimental evaluation
- classification accuracy
- fully automatic
- synthetic data
- dynamic programming
- clustering method
- support vector machine
- input data
- optimization method
- objective function
- segmentation algorithm
- feature set
- probabilistic model
- cost function
- prior knowledge
- feature space
- preprocessing