Multivariate Time Series Prediction by Neural Network Combining SVD.
Min HanMingming FanPublished in: SMC (2006)
Keyphrases
- multivariate time series
- neural network
- phase space reconstruction
- dimension reduction
- singular value decomposition
- multivariate time series data
- chaotic time series
- least squares
- artificial neural networks
- temporal patterns
- principal component analysis
- probability distribution
- autoregressive
- temporal data
- categorical data
- spatial structure
- feature extraction
- image processing
- feature selection
- machine learning