Efficient generation of time series with diverse and controllable characteristics
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More about this item
Keywordstime series features; time series generation; mixture autoregressive models.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2018-10-15 (Econometrics)
- NEP-ETS-2018-10-15 (Econometric Time Series)
- NEP-FOR-2018-10-15 (Forecasting)
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