Learning Predictive Leading Indicators for Forecasting Time Series Systems with Unknown Clusters of Forecast Tasks
ContributorsGregorova, Magda; Kalousis, Alexandros; Marchand-Maillet, Stéphane
Presented atSeoul (Korea), 15-17 November 2017
Published inProceedings of the Ninth Asian Conference on Machine Learning (ACML 2017), p. 161-176
Publication date2017
Abstract
Keywords
- Time series forecasting
- VAR
- Granger causality
- Structured sparsity
- Multitask learning
- Leading indicators
Affiliation entities
Citation (ISO format)
GREGOROVA, Magda, KALOUSIS, Alexandros, MARCHAND-MAILLET, Stéphane. Learning Predictive Leading Indicators for Forecasting Time Series Systems with Unknown Clusters of Forecast Tasks. In: Proceedings of the Ninth Asian Conference on Machine Learning (ACML 2017). Seoul (Korea). [s.l.] : [s.n.], 2017. p. 161–176.
Main files (1)
Proceedings chapter (Published version)
Secondary files (1)
Identifiers
- PID : unige:103203
- DBLP : conf/acml/GregorovaKM17
Additional URL for this publicationhttp://proceedings.mlr.press/v77/gregorova17a.html