Time Series Complexities and Their Relationship to Forecasting Performance.
Mirna P. Ponce F.Juan Frausto SolísGuillermo Santamaría BonfilJoaquín Pérez OrtegaJuan Javier González BarbosaPublished in: Entropy (2020)
Keyphrases
- weather forecasting
- financial time series
- forecasting accuracy
- arma model
- non stationary
- short term
- box jenkins
- stock market
- chaotic time series
- arima model
- exponential smoothing
- support vector regression
- dynamic time warping
- forecasting model
- moving average
- machine learning
- real time
- chronic hepatitis
- mackey glass
- social networks
- crude oil
- information systems
- case study
- exchange rate