Nonstationary time series forecasting using optimized-EVDHM-ARIMA for COVID-19.
Suraj Singh NagvanshiInderjeet KaurCharu AgarwalAshish SharmaPublished in: Frontiers Big Data (2024)
Keyphrases
- non stationary
- arima model
- autoregressive
- artificial neural networks
- short term
- moving average
- adaptive algorithms
- hybrid model
- random fields
- stock price
- autoregressive integrated moving average
- fractional brownian motion
- empirical mode decomposition
- temporal evolution
- blind source separation
- financial time series
- long term
- neural network