Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes (Q892242)
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scientific article
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| English | Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes |
scientific article |
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Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes (English)
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18 November 2015
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nonstationary time series
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exponential weighted aggregation
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online learning
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time varying autoregressive processes
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adaptive prediction
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0.8033115267753601
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0.7457632422447205
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0.7405742406845093
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0.7278118133544922
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0.7214627265930176
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