Forecasting with time series imaging

作者：

Highlights：

• An automated approach to extract time series features based on time series imaging is proposed.

• Time series are first encoded into images using recurrence plots.

• Computer vision algorithms are used to extract features from recurrence plots.

• Forecasting based on automatically extracted features yields competitive forecasting performances.

摘要

•An automated approach to extract time series features based on time series imaging is proposed.•Time series are first encoded into images using recurrence plots.•Computer vision algorithms are used to extract features from recurrence plots.•Forecasting based on automatically extracted features yields competitive forecasting performances.

论文关键词：Forecasting,Time series imaging,Time series feature extraction,Recurrence plots,Forecast combination

论文评审过程：Received 25 February 2020, Revised 4 June 2020, Accepted 18 June 2020, Available online 29 June 2020, Version of Record 6 July 2020.

论文官网地址：https://doi.org/10.1016/j.eswa.2020.113680