Spatiotemporal Event Forecasting from Incomplete Hyper-local Price Data

CIKM, pp. 507-516, 2017.

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Abstract:

Hyper-local pricing data, e.g., about foods and commodities, exhibit subtle spatiotemporal variations that can be useful as crucial precursors of future events. Three major challenges in modeling such pricing data include: i) temporal dependencies underlying features; ii) spatiotemporal missing values; and iii) constraints underlying econ...More

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