A novel imputation methodology for time series based on pattern sequence forecasting.
Neeraj BokdeMarcus W. BeckFrancisco Martínez-ÁlvarezKishore KulatPublished in: Pattern Recognit. Lett. (2018)
Keyphrases
- box jenkins
- weather forecasting
- forecasting accuracy
- financial time series
- pattern matching
- non stationary
- arma model
- quasi periodic
- short term
- missing values
- chaotic time series
- neural network
- sequential data
- short term prediction
- periodic patterns
- dynamic time warping
- temporal sequences
- surprising patterns
- mackey glass
- sequence matching
- missing data
- exponential smoothing
- garch model
- sequence patterns
- pattern discovery
- stock market
- neural network model
- forecasting model
- support vector regression
- prediction model