Moreover, by the normal QQ-plot graph, the adjusted series has a tail heavier than normal. The main concern in the actuarial area is with the left tail of the distribution, as it is the region where ...

MTESS can quantify the similarity between two multivariate time-series. It is composed of the normalized distance or cos-similarity of seven basic statistical properties. These are the standard ...

Long-term forecasting of multivariate time series has been an important research issue in the field of data mining and knowledge discovery. Fuzzy information granularity is used as an effective tool ...

where f is a function that determines the relationship, which might be potentially non-linear. It should be emphasized that, in this article, the term “relationship” is used only in this meaning and ...

Code implementation Multivariate Time Series Forecasting Using LSTM Import all dependencies: import pandas as pd import numpy as np import matplotlib.pyplot as plt import plotly.express as px # to ...

This toolkit provides a wide range of functions to calculate different entropy statistics. There is an ever-growing range of information-theoretic and dynamical systems entropy measures presented in ...