Data-Driven Methods for Modeling and Predicting Multivariate Time Series using Surrogates

Modeling and predicting multivariate time series data has been of prime interest to researchers for many decades. Traditionally, time series prediction models have focused on finding attributes that have consistent correlations with target variable(s). However, diverse surrogate signals, such as New...

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Bibliographic Details
Main Author: Chakraborty, Prithwish
Other Authors: Computer Science
Format: Others
Published: Virginia Tech 2017
Subjects:
Online Access:http://hdl.handle.net/10919/81432