High-dimensional Multivariate Time Series Forecasting in IoT Applications using Embedding Non-stationary Fuzzy Time Series.
Hugo Vinicius BitencourtFrederico Gadelha GuimarãesPublished in: LA-CCI (2021)
Keyphrases
- multivariate time series
- non stationary
- financial time series
- high dimensional
- autoregressive
- phase space reconstruction
- dimension reduction
- multivariate time series data
- moving average
- low dimensional
- temporal data
- categorical data
- high dimensionality
- temporal patterns
- multi dimensional
- dimensionality reduction
- spatial structure
- high dimensional data
- human motion
- short term
- feature space
- nearest neighbor
- stock price
- feature vectors
- spatio temporal
- image processing