IEEE12d
ALPCAH: Subspace Learning for Sample-Wise Heteroscedastic Data
Heteroscedastic methods aim to deal with such mixed data quality. This paper develops a subspace learning method, named ALPCAH, that can estimate the sample-wise noise variances and use this ...
Scientific Research Publishing25d
Brockwell, P.J. and Davis, R.A. (2016) Introduction to Time Series and Forecasting. 2nd Edition, Springer.
ABSTRACT: This paper presents a comparative study of ARIMA and Neural Network AutoRegressive (NNAR) models for time series forecasting. The study focuses on simulated data generated using ARIMA(1, 1, ...