Multi-rule combination prediction of compositional data time series based on multivariate fuzzy time series model and its application.
Huiling HuangYixiang TianZhifu TaoPublished in: Expert Syst. Appl. (2024)
Keyphrases
- multivariate time series
- experimental data
- input data
- data sets
- autoregressive
- prediction model
- financial time series
- predictive model
- measured data
- probability distribution
- temporal dependencies
- multivariate data
- prior knowledge
- data analysis
- em algorithm
- data sources
- multidimensional time series
- sequential data
- multivariate time series data
- autoregressive moving average
- moving average
- multivariate regression
- temporal sequences
- neural network
- spatial data
- data mining tasks
- temporal patterns
- hybrid model
- stock market
- financial data
- test data
- regression model
- missing data
- granger causality
- non stationary
- data mining techniques
- probabilistic model
- artificial neural networks