A method of trend forecasting for financial and geopolitical data: inferring the effects of unknown exogenous variables.
Lucas Cassiel JacarusoPublished in: J. Big Data (2018)
Keyphrases
- synthetic data
- test data
- input data
- data analysis
- prior knowledge
- statistical methods
- data sets
- data structure
- prior information
- pairwise
- data collection
- detection method
- prediction model
- noisy data
- missing data
- database
- knowledge discovery
- correlation analysis
- image data
- data points
- preprocessing
- spectral clustering
- multivariate time series
- predictive model
- regression analysis
- input variables
- autoregressive
- bp neural network
- neural network
- decision trees
- clustering method
- missing values
- short term
- support vector machine
- data mining techniques