Time Series Featurization via Topological Data Analysis: an Application to Cryptocurrency Trend Forecasting.
Kwangho KimJisu KimAlessandro RinaldoPublished in: CoRR (2018)
Keyphrases
- data analysis
- turning points
- financial time series
- arma model
- weather forecasting
- forecasting accuracy
- autoregressive integrated moving average
- exponential smoothing
- grey model
- arima model
- chaotic time series
- box jenkins
- stock market
- non stationary
- trend analysis
- forecasting model
- mackey glass
- moving average
- support vector regression
- data mining
- financial data
- exchange rate
- short term
- hybrid model
- machine learning
- dynamic time warping
- topological properties
- data visualization
- data processing
- bp neural network
- neural network model
- neural network
- rough sets
- demand forecasting
- garch model
- big data
- artificial neural networks
- cluster analysis
- information visualization
- medium term
- prediction model
- multivariate time series
- phase space reconstruction
- high dimensional data
- autoregressive
- life sciences
- chronic hepatitis
- data collection
- foreign exchange
- topological spaces
- electricity consumption
- phase space
- radial basis function
- pattern discovery
- autoregressive model