Forecasting time series - A layered ensemble architecture.
Md. Mustafizur RahmanShubhra Kanti Karmaker SantuMd. Monirul IslamKazuyuki MurasePublished in: IJCNN (2014)
Keyphrases
- financial time series
- weather forecasting
- forecasting accuracy
- arma model
- non stationary
- support vector regression
- random forest
- management system
- short term
- prediction model
- ensemble methods
- real time
- ensemble learning
- feature selection
- machine learning
- medium term
- neural network
- training set
- exchange rate
- similarity measure
- arima model
- exponential smoothing