Forecasting Nonnegative Time Series via Sliding Mask Method (SMM) and Latent Clustered Forecast (LCF).
Yohann de CastroLuca MencarelliPublished in: CoRR (2021)
Keyphrases
- forecasting accuracy
- exponential smoothing
- support vector machine svm
- bp neural network
- objective function
- arima model
- significant improvement
- cost function
- detection method
- short term
- neural network
- forecasting model
- load forecasting
- prediction model
- weather forecasting
- chaotic time series
- ls svm
- support vector regression
- high accuracy
- prior knowledge
- similarity measure