Time series clustering based on forecast densities.
Andres M. AlonsoJosé R. BerrenderoAdolfo HernándezAna JustelPublished in: Comput. Stat. Data Anal. (2006)
Keyphrases
- exponential smoothing
- box jenkins
- forecasting accuracy
- chaotic time series
- phase space reconstruction
- multivariate time series
- moving average
- probability distribution
- short term
- mackey glass
- dynamic time warping
- arima model
- subsequence matching
- autoregressive integrated moving average
- learning algorithm
- demand forecasting
- phase space
- non stationary
- stock price
- autoregressive
- prediction model
- neural network model
- chronic hepatitis
- high dimensional