A sliding window-based multi-stage clustering and probabilistic forecasting approach for large multivariate time series data

DOI10.1080/00949655.2017.1299151OpenAlexW2594812218MaRDI QIDQ5106942

Yongchang Wei, Yi Du, Lei Ren, Jin Cui

Publication date: 22 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2017.1299151

zbMATH Keywords

time seriesstatisticstime series forecasting modeldynamic sliding time windowmulti-stage clustering

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites Work

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