利用动态藤蔓共生关系提高多变量时间序列预测的准确性
IF 2.4
4区 计算机科学
Q2 COMPUTER SCIENCE, THEORY & METHODS
引用次数: 0
摘要
在这项工作中，我们处理了非平稳多变量时间序列问题，提出了一种利用共线关系进行更准确预测的方法。我们的想法是应用基于 copula 的方法来识别...本文章由计算机程序翻译，如有差异，请以英文原文为准。
Improving the accuracy of predictions in multivariate time series using dynamic vine copulas
In this work, we deal with non-stationary multivariate time series, proposing a method which uses copulas to produce more accurate forecasting. The idea is to apply a copula-based approach to ident...
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来源期刊
International Journal of General Systems
工程技术-计算机：理论方法
CiteScore
4.10
自引率
20.00%
发文量
38
审稿时长
6 months
期刊介绍：
International Journal of General Systems is a periodical devoted primarily to the publication of original research contributions to system science, basic as well as applied. However, relevant survey articles, invited book reviews, bibliographies, and letters to the editor are also published.
The principal aim of the journal is to promote original systems ideas (concepts, principles, methods, theoretical or experimental results, etc.) that are broadly applicable to various kinds of systems. The term “general system” in the name of the journal is intended to indicate this aim–the orientation to systems ideas that have a general applicability. Typical subject areas covered by the journal include: uncertainty and randomness; fuzziness and imprecision; information; complexity; inductive and deductive reasoning about systems; learning; systems analysis and design; and theoretical as well as experimental knowledge regarding various categories of systems. Submitted research must be well presented and must clearly state the contribution and novelty. Manuscripts dealing with particular kinds of systems which lack general applicability across a broad range of systems should be sent to journals specializing in the respective topics.
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