Forecasting with auxiliary information in forecasts using multivariate singular spectrum analysis.
Emmanuel Sirimal SilvaHossein HassaniMansi GhodsiZara GhodsiPublished in: Inf. Sci. (2019)
Keyphrases
- auxiliary information
- singular spectrum analysis
- change point detection
- support vector regression
- short term
- regression model
- long term
- non stationary
- complex valued
- forecasting model
- sequential data
- external knowledge
- forecasting accuracy
- outlier detection
- support vector machine svm
- prior knowledge
- kernel function
- support vector
- data preprocessing
- rainfall forecasting
- load forecasting
- neural network
- support vector machine
- recurrent neural networks
- learning algorithm
- information retrieval
- hybrid model
- artificial neural networks
- feature vectors
- labeled data
- domain knowledge
- hidden markov models
- active learning