Resampling Strategies for Imbalanced Time Series.

Nuno Moniz Paula Branco Luís Torgo

Published in: DSAA (2016)

Keyphrases

selection strategies
multi class
non stationary
autoregressive
subsequence matching
neural network
moving average
rare events
multivariate time series
binary classification problems
importance sampling
data mining tasks
stock market
monte carlo
long term
multi agent
feature selection