Integrating EMD with Multivariate LSTM for Time Series QoS Prediction.
Xiuqing ChenBing LiJian WangYuqi ZhaoYiming XiongPublished in: ICWS (2020)
Keyphrases
- multivariate time series
- financial time series
- prediction accuracy
- quality of service
- moving average
- chaotic time series
- web services
- distance measure
- non stationary
- prediction model
- recurrent neural networks
- exponential smoothing
- prediction algorithm
- prediction error
- dynamic time warping
- empirical mode decomposition
- mackey glass
- multivariate data
- box jenkins
- sequential data
- ad hoc networks
- stock price
- symbolic representation
- change point detection
- feed forward
- service differentiation
- multivariate time series data
- stock market
- neural network