Forecasting Nonlinear Nonstationary Processes in Machine Learning Task.
Peter BidyukAleksandr GozhyjIrina KalininaVictoria VysotskaMikhail VasilevRomanna MaletsPublished in: DSMP (2020)
Keyphrases
- non stationary
- machine learning
- financial time series
- learning algorithm
- adaptive algorithms
- autoregressive
- random fields
- short term
- stock price
- pattern recognition
- blind source separation
- neural network
- information extraction
- decision trees
- multi component
- arima model
- reinforcement learning
- empirical mode decomposition
- multiresolution