Sparsity-Invariant Convolution for Forecasting Irregularly Sampled Time Series.
Krisztián BúzaPublished in: ICCCI (2023)
Keyphrases
- weather forecasting
- forecasting accuracy
- financial time series
- arma model
- box jenkins
- exponential smoothing
- fourier domain
- stock market
- hybrid model
- short term
- mackey glass
- garch model
- support vector regression
- neural network model
- forecasting model
- affine transformation
- chaotic time series
- demand forecasting
- image processing
- bp neural network
- dynamic time warping
- moving average
- turning points
- high dimensional
- arima model
- multivariate time series
- moment invariants
- autoregressive
- sparse representation
- non stationary
- short term prediction
- chronic hepatitis
- support vector
- financial data
- stock price
- impulse response
- load forecasting
- subsequence matching
- convolution kernel
- medium term
- gaussian kernel
- signal processing
- long term
- autoregressive integrated moving average