Time series extrinsic regression. Predicting numeric values from time series data

DOI10.1007/s10618-021-00745-9zbMath1478.62269OpenAlexW3134882343MaRDI QIDQ2036749

Geoffrey I. Webb, François Petitjean, Chang Wei Tan, Christoph Bergmeir

Publication date: 30 June 2021

Published in: Data Mining and Knowledge Discovery (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10618-021-00745-9

zbMATH Keywords

time seriesregressionmachine learning

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (2)

Early abandoning and pruning for elastic distances including dynamic time warping ⋮ An efficient forecasting method for time series based on visibility graph and multi-subgraph similarity

Uses Software

• UCI-ml
• Scikit
• expsmooth
• XGBoost
• rocket
• FFORMA
• catch22

Cites Work

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• Forecasting with exponential smoothing. The state space approach
• Estimator selection and combination in scalar-on-function regression
• Learning a symbolic representation for multivariate time series classification
• Time series classification with ensembles of elastic distance measures
• The BOSS is concerned with time series classification in the presence of noise
• Support-vector networks
• ROCKET: exceptionally fast and accurate time series classification using random convolutional kernels
• FastEE: fast ensembles of elastic distances for time series classification
• A Comparison of Alternative Tests of Significance for the Problem of $m$ Rankings
• Random forests
• Methods for Scalar‐on‐Function Regression

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