Selego: robust variate selection for accurate time series forecasting

DOI10.1007/S10618-021-00777-1MaRDI QIDQ2238352zbMATH OpenOpenAlexFDO

Authors Manoj Tiwaskar, Yash Garg, Xinsheng Li, K. Selçuk Candan, Maria Luisa Sapino

Publication date 1 November 2021

Published in Data Mining and Knowledge Discovery (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2318/1830217

zbMATH Keywords

forecastingrecurrent and convolutional networksvariate selection

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cites work

• scientific article; zbMATH DE number 3829300 (Why is no real title available?)
• scientific article; zbMATH DE number 6276119 (Why is no real title available?)
• Dynamic programming algorithm optimization for spoken word recognition
• Feature extraction of EEG signal upon BCI systems based on steady-state visual evoked potentials using the ant colony optimization algorithm
• Learning representations by back-propagating errors
• Multivariate spatiotemporal Hawkes processes and network reconstruction
• Time series analysis. Forecasting and control

Cited in

(2)

• Functional relation field: a model-agnostic framework for multivariate time series forecasting
• Temporal pattern attention for multivariate time series forecasting

Describes a project that uses

Uses Software

• TensorFlow
• SIFT
• sDTW
• PyHawkes
• tsfresh

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