Nonparametric time series prediction through adaptive model selection
From MaRDI portal
Recommendations
Cited in
(37)- Exponential inequalities for nonstationary Markov chains
- Estimation and approximation bounds for gradient-based reinforcement learning
- Nonparametric prediction in time series analysis: some empirical results
- Generalization bounds for non-stationary mixing processes
- Model selection in reinforcement learning
- Empirical risk minimization and complexity of dynamical models
- scientific article; zbMATH DE number 2033202 (Why is no real title available?)
- Regularized least-squares regression: learning from a sequence
- Learning near-optimal policies with Bellman-residual minimization based fitted policy iteration and a single sample path
- Learning short multivariate time series models through evolutionary and sparse matrix computation
- An open problem on strongly consistent learning of the best prediction for Gaussian processes
- Least-squares regularized regression with dependent samples and \(q\)-penalty
- High-dimensional VAR with low-rank transition
- Model selection for weakly dependent time series forecasting
- A consistent nonparametric test for causality in quantile
- Generalization bounds for time series prediction with non-stationary processes
- Nonparametric sequential prediction of stationary time series
- Dynamics of Bayesian updating with dependent data and misspecified models
- Discrepancy-based theory and algorithms for forecasting non-stationary time series
- Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes
- Predictive, finite-sample model choice for time series under stationarity and non-stationarity
- An adaptive variable selection for nonlinear autoregressive time series model
- Adaptive deep learning for nonlinear time series models
- VC-dimension and structural risk minimization for the analysis of nonlinear ecological models
- Estimating beta-mixing coefficients via histograms
- Random forests for time-dependent processes
- Deviation inequalities for stochastic approximation by averaging
- Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise
- Non-dominated solutions for time series learning and forecasting. Generating models with a generic two-phase Pareto loca search with VND
- Prediction of time series by statistical learning: general losses and fast rates
- Nonparametric sequential prediction of time series
- An oracle inequality for regularized risk minimizers with strongly mixing observations
- Learning from non-irreducible Markov chains
- Nonparametric risk bounds for time-series forecasting
- Unsupervised slow subspace-learning from stationary processes
- Learning from dependent observations
- Fast learning from \(\alpha\)-mixing observations
This page was built for publication: Nonparametric time series prediction through adaptive model selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1568387)
