Short, medium and long term forecasting of time series using the L-Co-R algorithm.
Elisabet Parras-GutierrezVíctor M. RivasMaribel García ArenasMaría José del JesusPublished in: Neurocomputing (2014)
Keyphrases
- long term
- experimental evaluation
- computational complexity
- improved algorithm
- optimization algorithm
- computationally efficient
- dynamic programming
- k means
- significant improvement
- computational cost
- short term
- detection algorithm
- learning algorithm
- theoretical analysis
- preprocessing
- objective function
- optimal solution
- times faster
- expectation maximization
- genetic algorithm
- recognition algorithm
- matching algorithm
- segmentation algorithm
- decision trees
- high accuracy
- probabilistic model
- similarity measure
- reinforcement learning
- np hard
- hidden markov models