On tracking varying bounds when forecasting bounded time series.
Amandine PierrotPierre PinsonPublished in: CoRR (2023)
Keyphrases
- weather forecasting
- financial time series
- forecasting accuracy
- real time
- upper bound
- particle filter
- box jenkins
- asymptotically optimal
- exponential smoothing
- short term
- chaotic time series
- lower bound
- non stationary
- worst case
- data mining tasks
- moving target
- arma model
- control method
- kalman filter
- appearance model
- visual tracking
- neural network
- hybrid model
- mackey glass
- long term
- medium term
- phase space reconstruction
- object tracking
- demand forecasting
- turning points
- autoregressive model
- particle filtering
- multivariate time series
- motion tracking
- exchange rate
- upper and lower bounds
- dynamic time warping
- stock price