Optimization for Nonlinear Time Series and Forecast for Sleep.
Chenxi ShaoXiaoxu HeSongtao TongHuiling DouMing YangZicai WangPublished in: LSMS/ICSEE (2010)
Keyphrases
- arima model
- optimization problems
- global optimization
- exponential smoothing
- constrained optimization
- nonlinear optimization
- optimization algorithm
- autoregressive integrated moving average
- autoregressive conditional heteroscedasticity
- neural network
- box jenkins
- phase space reconstruction
- multivariate time series
- dynamic time warping
- optimization method
- short term
- chaotic time series
- early warning
- non stationary
- distance measure