Input Selection for Long-Term Prediction of Time Series.
Jarkko TikkaJaakko HollménAmaury LendassePublished in: IWANN (2005)
Keyphrases
- long term
- short term
- chaotic time series
- financial time series
- short term prediction
- prediction accuracy
- moving average
- exponential smoothing
- arima model
- stock market
- prediction model
- video sequences
- prediction algorithm
- box jenkins
- extreme values
- phase space
- data sets
- non stationary
- data streams
- neural network
- multivariate time series
- selection criteria
- forecasting accuracy
- autoregressive
- mackey glass
- genetic algorithm