@article{fastautomaticfeatureselectionformulti,
  title = {Fast Automatic Feature Selection for Multi-Period Sliding Window Aggregate in Time Series},
  author = {Rui An and Xingtian Shi and Baohan Xu},
  year = {2020},
  eprint = {2012.01037},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2012.01037v1},
}