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A Dynamic Factor Machine Learning Method for Multi-variate and Multi-step-Ahead Forecasting.

Gianluca BontempiYann-Aël Le BorgneJacopo De Stefani
Published in: DSAA (2017)
Keyphrases
  • image processing
  • machine learning
  • pattern recognition
  • computer vision
  • support vector machine
  • clustering method
  • tree structure
  • model selection
  • multi variate
  • data sets
  • similarity measure
  • input data
  • short term