Factor-Based Framework for Multivariate and Multi-step-ahead Forecasting of Large Scale Time Series
State-of-the-art multivariate forecasting methods are restricted to low dimensional tasks, linear dependencies and short horizons. The technological advances (notably the Big data revolution) are instead shifting the focus to problems characterized by a large number of variables, non-linear dependen...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2021-09-01
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| Series: | Frontiers in Big Data |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fdata.2021.690267/full |