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 ...

Multivariate Time Series Pipeline A demonstration of building a tractable, feature engineering pipeline for multivariate time series. Read more in the article Building a Tractable, Feature Engineering ...

Second, we implement three state-space models for time-series data, including a new algorithm based on temporal-difference learning, named General Value Function Outlier Detection (GVFOD). GVFOD is a ...

2 Graduate School of Information Science, University of Hyogo, Kobe, Japan An information theoretic reduction of auto-regressive modeling called the Reduced Auto-Regressive (RAR) modeling is applied ...