Evolving nearest neighbor time series forecasters
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DOI: 10.1007/s00500-017-2822-1
Abstract: This article proposes a nearest neighbors—differential evolution (NNDE) short-term forecasting technique. The values for the parameters time delay $$\tau $$τ, embedding dimension m, and neighborhood size $$\epsilon $$ϵ, for nearest neighbors forecasting, are optimized using… read more here.
Keywords: time series; nearest neighbors; time; differential evolution ... See more keywords