Long-term prediction of time series by combining direct and MIMO strategies.
Souhaib Ben TaiebGianluca BontempiAntti SorjamaaAmaury LendassePublished in: IJCNN (2009)
Keyphrases
- long term
- short term
- chaotic time series
- financial time series
- short term prediction
- prediction accuracy
- moving average
- exponential smoothing
- prediction model
- non stationary
- mackey glass
- extreme values
- multivariate time series
- closed loop
- prediction error
- predictive model
- forecasting accuracy
- combining multiple
- prediction algorithm
- estimation algorithm
- communication systems
- stock market
- end to end
- motion estimation