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AA-forecast: anomaly-aware forecast for extreme events

Time series models often are impacted by extreme events and anomalies, both prevalent in real-world datasets. Such models require careful probabilistic forecasts, which is vital in risk management for extreme events such as hurricanes and pandemics. However, it’s challenging to automatically detect...

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Detalles Bibliográficos
Autores principales: Farhangi, Ashkan, Bian, Jiang, Huang, Arthur, Xiong, Haoyi, Wang, Jun, Guo, Zhishan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10009855/
https://www.ncbi.nlm.nih.gov/pubmed/37034121
http://dx.doi.org/10.1007/s10618-023-00919-7