Incomplete Time Series Prediction Using Max-Margin Classification of Data with Absent Features

@inproceedings{Zhaowei2010IncompleteTS,
  title={Incomplete Time Series Prediction Using Max-Margin Classification of Data with Absent Features},
  author={Shang Zhaowei and Zhang Lingfeng and Ma Shangjun and Fang Xin Bin and Zhang Taiping},
  year={2010}
}
This paper discusses the prediction of time series with missing data. A novel forecast model is proposed based on max-margin classification of data with absent features. The issue of modeling incomplete time series is considered as classification of data with absent features. We employ the optimal hyperplane of classification to predict the future values… CONTINUE READING