Title
Inverted Dirichlet State Space Model for Time Series Forecasting
Abstract
In this work, we build a new time series state space model based on inverted Dirichlet distribution. We use the power steady modeling approach and we derive an analytical expression of the model latent variable using the maximum a posteriori technique. We also approximate the predictive density using local variational inference, and we validate our model on the electricity consumption time series ...
Year
DOI
Venue
2021
10.1109/ISIE45552.2021.9576224
2021 IEEE 30th International Symposium on Industrial Electronics (ISIE)
Keywords
DocType
ISSN
Industrial electronics,Analytical models,Data analysis,Time series analysis,Predictive models,Aerospace electronics,Market research
Conference
2163-5137
ISBN
Citations 
PageRank 
978-1-7281-9023-5
0
0.34
References 
Authors
0
4
Name
Order
Citations
PageRank
Omar Graja100.34
Fatma Najar213.39
Manar Amayri304.39
Nizar Bouguila41539146.09