"Time series forecasting model for non-stationary series pattern extraction ..."

Huimin Han et al. (2024)

> Home

Details and statistics

DOI: 10.1186/S13677-023-00576-7

access: open

type: Journal Article

metadata version: 2024-08-04

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/jcloudc/HanLBLZSA24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcloudc/HanLBLZSA24
Huimin Han, Zehua Liu, Mauricio Barrios Barrios, Jiuhao Li, Zhixiong Zeng, Nadia Sarhan, Emad Mahrous Awwad:
Time series forecasting model for non-stationary series pattern extraction using deep learning and GARCH modeling. J. Cloud Comput. 13(1): 2 (2024)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.