JANET: Joint Adaptive predictioN-region Estimation for Time-series.
Eshant EnglishEliot Wong-ToiMatteo FontanaStephan MandtPadhraic SmythChristoph LippertPublished in: CoRR (2024)
Keyphrases
- financial time series
- prediction accuracy
- exponential smoothing
- moving average
- chaotic time series
- prediction model
- non stationary
- prediction algorithm
- symbolic representation
- region of interest
- predictive model
- dynamic time warping
- multivariate time series
- estimation process
- estimation error
- extreme values
- density distribution
- image regions
- hidden markov models
- adjacent regions
- quasi periodic