A Correlated Time Series Forecast System.
Nicolaj Casanova AbildgaardCasper Weiss BangJonas HansenTobias Lambek JacobsenThomas Højriis KnudsenNichlas Ørts LisbyChenjuan GuoBin YangPublished in: MDM (2020)
Keyphrases
- exponential smoothing
- box jenkins
- forecasting accuracy
- phase space reconstruction
- chaotic time series
- multivariate time series
- dynamic time warping
- moving average
- short term
- arima model
- stock market
- forecasting model
- demand forecasting
- chronic hepatitis
- mackey glass
- symbolic representation
- autoregressive
- non stationary
- autoregressive integrated moving average
- water consumption
- load forecasting
- abnormal patterns
- data mining
- financial time series
- multiscale