Finding periodicity in pseudo periodic time series and forecasting.
Fei ChenJie YuanFusheng YuPublished in: GrC (2006)
Keyphrases
- periodic patterns
- periodicity detection
- financial time series
- weather forecasting
- forecasting accuracy
- short term
- pattern mining
- exponential smoothing
- long term
- mining algorithm
- suffix tree
- periodic motion
- sequence analysis
- data structure
- dynamic time warping
- stock market
- non stationary
- box jenkins
- quasi periodic
- exchange rate
- chaotic time series
- turning points
- interesting patterns
- hybrid model
- support vector regression
- data streams