AE-DIL: a double incremental learning algorithm for non-stationary time series prediction via adaptive ensemble

DOI10.1016/J.INS.2023.03.141OpenAlexW4362589445MaRDI QIDQ6124686FDOQ6124686

Authors: Huihui Yu, Qun Dai 

Publication date: 28 March 2024

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2023.03.141

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zbMATH Keywords

ensemble learningincremental learningstatistical hypothesis testnon-stationary time series predictionself-adaptive sliding window

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Inference from stochastic processes and prediction (62M20)

Cites Work

• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Advances in Artificial Intelligence – SBIA 2004
• A generalization of the Sherman-Morrison-Woodbury formula
• Generalization bounds for time series prediction with non-stationary processes
• Advantages of direct input-to-output connections in neural networks: the Elman network for stock index forecasting
• Book review of: G. E. P. Box et al., Time series analysis. Forecasting and control. 5th ed.
• Machine learning

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