Predicting Time Series from Short-Term High-Dimensional Data.
Huanfei MaTianshou ZhouKazuyuki AiharaLuonan ChenPublished in: Int. J. Bifurc. Chaos (2014)
Keyphrases
- high dimensional data
- short term
- long term
- stock market
- chaotic time series
- dimensionality reduction
- low dimensional
- nearest neighbor
- data sets
- high dimensional
- high dimensionality
- short term and long term
- short term prediction
- arima model
- subspace clustering
- data analysis
- data points
- similarity search
- high dimensional datasets
- non stationary
- long term memory
- dimension reduction
- manifold learning
- high dimensional spaces
- high dimensional data sets
- variable selection
- linear discriminant analysis
- dimensional data
- forecasting model
- input data
- moving average
- multi dimensional
- training data
- data mining
- medium term
- database