Efficient generation of time series with diverse and controllable characteristics
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- Spiliotis, Evangelos & Kouloumos, Andreas & Assimakopoulos, Vassilios & Makridakis, Spyros, 2020. "Are forecasting competitions data representative of the reality?," International Journal of Forecasting, Elsevier, vol. 36(1), pages 37-53.
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More about this item
Keywords
time series features; time series generation; mixture autoregressive models.;All these keywords.
NEP fields
This 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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