Time-series near-neighbor regression

MaRDI QIDQ3368243zbMATH OpenFDO

Authors Ted Jaditz, Leigh A. Riddick

Publication date 27 January 2006

zbMATH Keywords

nonparametricstationary time seriesnear-neighbor

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(7)

• Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process
• 面向复杂时间序列的 k 近邻分类器
• Nearest neighbor forecasting using sparse data representation
• Adaptive metrics in the nearest neighbours method
• NEAREST‐NEIGHBOUR METHODS FOR TIME SERIES ANALYSIS
• Stochastic temporal data upscaling using the generalized \(k\)-nearest neighbor algorithm
• Explaining the success of nearest neighbor methods in prediction

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