Long-Term Prediction of Time Series Using State-Space Models.
Elia LiitiäinenAmaury LendassePublished in: ICANN (2) (2006)
Keyphrases
- long term
- state space
- box jenkins
- prediction model
- moving average
- statistical models
- autoregressive
- predictive model
- reinforcement learning
- models built
- data sets
- prior knowledge
- short term
- predictive clustering trees
- exponential smoothing
- financial time series
- predictive modeling
- dynamical systems
- complex systems
- parameter estimation
- dynamic programming
- artificial neural networks
- data mining