Improving Multi-Step Prediction of Learned Time Series Models.

Arun Venkatraman Martial Hebert J. Andrew Bagnell

Published in: AAAI (2015)

Keyphrases

multi step
moving average
prediction accuracy
prediction model
probabilistic model
financial time series
data sets
neural network
optimal solution
particle swarm optimization
stock market
predictive model
single step
models built
box jenkins