Generalization Bounds for Time Series Prediction with Non-stationary Processes

DOI10.1007/978-3-319-11662-4_19zbMath1432.62304OpenAlexW2105469240MaRDI QIDQ2938737

Vitaly Kuznetsov, Mehryar Mohri

Publication date: 14 January 2015

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-11662-4_19

zbMATH Keywords

time seriesmixingstationary processesfast ratesgeneralization boundslocal Rademacher complexity

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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