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Feature Selection for Multivariate Time Series

Dmitry Pavlyuk

Last update: 26 April 2022

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.1.7

Cites work

• A Three-Stage Iterative Procedure for Space-Time Modeling
• Mutual information based feature selection for multivariate time series forecasting
• Sparse Vector Autoregressive Modeling

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