Selego: robust variate selection for accurate time series forecasting

DOI10.1007/S10618-021-00777-1zbMATH Open1493.62538OpenAlexW3186174641MaRDI QIDQ2238352FDOQ2238352

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

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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)

Cites Work

• Title not available (Why is that?)
• Dynamic programming algorithm optimization for spoken word recognition
• Learning representations by back-propagating errors
• Title not available (Why is that?)
• Multivariate Spatiotemporal Hawkes Processes and Network Reconstruction
• Title not available (Why is that?)
• Feature extraction of EEG signal upon BCI systems based on steady-state visual evoked potentials using the ant colony optimization algorithm

Uses Software

• TensorFlow
• SIFT
• sDTW
• PyHawkes
• tsfresh

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