Interpretable predictive modeling of non-stationary long time series.
Dunwang QinZhen PengLifeng WuPublished in: Comput. Ind. Eng. (2024)
Keyphrases
- non stationary
- predictive modeling
- statistical modeling
- data mining methods
- stock price
- machine learning
- data mining
- text mining
- business intelligence
- knowledge discovery
- autoregressive
- financial time series
- data analysis
- adaptive algorithms
- change point detection
- data mining techniques
- empirical mode decomposition
- white noise
- statistical models
- decision support system
- preprocessing
- natural language