Time-series near-neighbor regression

zbMATH Open1080.62535MaRDI QIDQ3368243FDOQ3368243

Authors: Ted Jaditz, Leigh A. Riddick 

Publication date: 27 January 2006

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zbMATH Keywords

nonparametricstationary time seriesnear-neighbor

Mathematics Subject Classification ID

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

Cited In (7)

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

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