Multi-Step Time Series Forecasting with an Ensemble of Varied Length Mixture Models.
Yicun OuyangHujun YinPublished in: Int. J. Neural Syst. (2018)
Keyphrases
- multi step
- mixture model
- gaussian mixture model
- em algorithm
- probabilistic model
- density estimation
- generative model
- unsupervised learning
- language model
- model selection
- maximum likelihood
- finite mixtures
- expectation maximization
- ensemble methods
- neural network
- probability density function
- mixture modeling
- knn
- training data
- k nearest neighbor
- training set
- feature selection
- data sets
- text classification
- learning algorithm