A Rough Set Approach to Events Prediction in Multiple Time Series.

Fatma Ezzahra Gmati Salem Chakhar Wided Lejouad Chaari Huijing Chen

Published in: IEA/AIE (2018)

Keyphrases

prediction accuracy
financial time series
data sets
turning points
prediction model
temporal patterns
neural network
box jenkins
moving average
temporal data
dynamic time warping
rough sets
pattern recognition
prediction error
stock market
event detection
temporal information
extreme values
exponential smoothing