A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition

Expert Systems with Applications

Volumn 39, Issue 8, 2012, Pages 7067-7083

  Ben Taieb, Souhaib ^a   Bontempi, Gianluca ^a   Atiya, Amir F ^c   Sorjamaa, Antti ^b  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^b Environmental and Industrial Machine Learning Group   (Finland)

^c CAIRO UNIVERSITY   (Egypt)

Author keywords

Friedman test; Lazy Learning; Long term forecasting; Machine learning; Multi step ahead forecasting; NN5 forecasting competition; Strategies of forecasting; Time series forecasting

Indexed keywords

LEARNING SYSTEMS; TIME SERIES;

FRIEDMAN TEST; LAZY LEARNING; LONG-TERM FORECASTING; MULTI-STEP; TIME SERIES FORECASTING;

FORECASTING;

EID: 84857642411     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2012.01.039     Document Type: Article

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