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Conformal Multistep-Ahead Multivariate Time-Series Forecasting.
Filip Schlembach
Evgueni N. Smirnov
Irena Koprinska
Published in:
COPA (2022)
Keyphrases
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multivariate time series
financial time series
phase space reconstruction
multivariate time series data
categorical data
short term
dimension reduction
temporal patterns
temporal data
autoregressive
three dimensional
spatio temporal
optical flow
nearest neighbor
least squares