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引用次数: 5

摘要

提出了一种称为流场预测的机器学习方法,用于统计预测单变量时间序列的未来。流场预测从观测时间序列的插值流场中提取信息,逐步建立预测。给出了流场预测的实例,讨论了流场预测与其他常用预测技术的特性,并进行了统计误差分析。
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Introducing Flow Field Forecasting
A machine learning methodology, called flow field forecasting, is proposed for statistically predicting the future of a univariate time series. Flow field forecasting draws information from the interpolated flow field of an observed time series to build a forecast step-by-step. Flow field forecasting is presented with examples, a discussion of its properties relative to other common forecasting techniques, and a statistical error analysis.
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