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Factor-Based Framework for Multivariate and Multi-step-ahead Forecasting of Large Scale Time Series.

Jacopo De StefaniGianluca Bontempi
Published in: Frontiers Big Data (2021)
Keyphrases
  • main contribution
  • small scale
  • data mining
  • information systems
  • weather forecasting
  • neural network
  • support vector
  • high dimensional
  • real life
  • theoretical framework
  • statistical tests
  • financial time series