Time series forecasting with the WARIMAX-GARCH method.
Jairo Marlon CorrêaAnselmo Chaves NetoLuiz Albino Teixeira JuniorEdgar Manoel CareñoÁlvaro Eduardo FariaPublished in: Neurocomputing (2016)
Keyphrases
- detection method
- prior knowledge
- segmentation method
- optimization algorithm
- theoretical analysis
- similarity measure
- wavelet analysis
- clustering method
- main contribution
- feature set
- significant improvement
- computational complexity
- experimental evaluation
- classification accuracy
- support vector machine
- cost function
- model selection
- long term
- pairwise
- detection algorithm
- preprocessing
- synthetic data
- support vector
- fully automatic
- image processing