Long Range Probabilistic Forecasting in Time-Series using High Order Statistics.
Prathamesh DeshpandeSunita SarawagiPublished in: CoRR (2021)
Keyphrases
- long range
- short range
- conditional random fields
- probabilistic model
- bayesian networks
- generative model
- box jenkins
- long range correlations
- stock market
- wireless communication
- high order statistics
- long range interactions
- power spectrum
- component analysis
- stock price
- wireless networks
- active learning
- data streams
- multiscale