Time-Series Forecasting: Unleashing Long-Term Dependencies with Fractionally Differenced Data

no code implementations • 23 Sep 2023 • Sarit Maitra, Vivek Mishra, Srashti Dwivedi, Sukanya Kundu, Goutam Kumar Kundu

This study introduces a novel forecasting strategy that leverages the power of fractional differencing (FD) to capture both short- and long-term dependencies in time series data.

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