Methodology for long-term prediction of time series.
Antti SorjamaaJin HaoNima ReyhaniYongnan JiAmaury LendassePublished in: Neurocomputing (2007)
Keyphrases
- long term
- box jenkins
- short term
- chaotic time series
- financial time series
- prediction accuracy
- short term prediction
- prediction model
- exponential smoothing
- moving average
- data mining
- load forecasting
- prediction error
- stock market
- dynamic time warping
- predictive model
- non stationary
- neural network
- phase space reconstruction