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A time-reversed model selection approach to time series forecasting
In this paper, we introduce a novel model selection approach to time series forecasting. For linear stationary processes, such as AR processes, the direction of time is independent of the model parameters. By combining theoretical principles of time-reversibility in time series with conventional mod...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Nature Publishing Group UK
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9240029/ https://www.ncbi.nlm.nih.gov/pubmed/35764783 http://dx.doi.org/10.1038/s41598-022-15120-x |