A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition
نویسندگان
چکیده
منابع مشابه
A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition
Multi-step ahead forecasting is still an open challenge in time series forecasting. Several approaches that deal with this complex problem have been proposed in the literature but an extensive comparison on a large number of tasks is still missing. This paper aims to fill this gap by reviewing existing strategies for multi-step ahead forecasting and comparing them in theoretical and practical t...
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ژورنال
عنوان ژورنال: Expert Systems with Applications
سال: 2012
ISSN: 0957-4174
DOI: 10.1016/j.eswa.2012.01.039