We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...
—Building a time series forecasting model by independent component analysis mechanism presents in the paper. Different from using the time series directly with the traditional A...
— Forecasting the tide level in the Venezia lagoon is a very compelling task. In this work we propose a new approach to the learning of tide level time series based on the local ...
E. Canestrelli, P. Canestrelli, Marco Corazza, Mau...
The purpose of this paper is to forecast the time evolution of a binary response variable from an associated continuous time series observed only at discrete time points that usual...
Ana M. Aguilera, Manuel Escabias, Mariano J. Valde...
The accuracy of a model to forecast a time series diminishes as the prediction horizon increases, in particular when the prediction is carried out recursively. Such decay is faster...