Time series granulation-based multivariate modelling and prediction.
Mengjun WanHongyue GuoLidong WangPublished in: Int. J. Comput. Sci. Math. (2022)
Keyphrases
- multivariate time series
- financial time series
- moving average
- prediction accuracy
- regression model
- exponential smoothing
- non stationary
- prediction algorithm
- prediction model
- autoregressive
- sequential data
- extreme values
- multivariate data
- box jenkins
- phase space reconstruction
- chaotic time series
- prediction error
- rough sets
- temporal data
- dynamic time warping
- forecasting accuracy
- stock market
- artificial neural networks
- multivariate time series data
- artificial intelligence