GPU Accelerated Modelling and Forecasting for Large Time Series.
Christos K. Filelis-PapadopoulosJohn P. MorrisonPhilip O'ReillyPublished in: ICCS (3) (2022)
Keyphrases
- gpu accelerated
- weather forecasting
- financial time series
- forecasting accuracy
- real time
- box jenkins
- chaotic time series
- exponential smoothing
- finite element
- arma model
- stock market
- short term
- mackey glass
- hybrid model
- turning points
- dynamic time warping
- stock price
- garch model
- non stationary
- multivariate time series
- exchange rate
- load forecasting
- arima model
- financial data
- sequence alignment
- support vector regression
- back propagation
- learning algorithm