An overview of time series point and interval forecasting based on similarity of trajectories, with an experimental study on traffic flow forecasting
基于轨迹相似性的时间序列点预测与区间预测综述及交通流实验
The purpose of this paper is to give an overview of the time series forecasting problem based on similarity of trajectories. Various methodologies are introduced and studied, and detailed discussions on hyperparameter optimization, outlier handling and distance measures are provided. The suggested new approaches involve variations in both the selection of similar trajectories and assembling the candidate forecasts. After forming a general framework, an experimental study is…