45 search results - page 2 / 9 » Nonparametric time series forecasting with dynamic updating |
NPL
2011
12 years 7 months ago
2011
The accuracy of a model to forecast a time series diminishes as the prediction horizon increases, in particular when the prediction is carried out recursively. Such decay is faster...
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
— In this paper we present a structure theory for generalized linear dynamic factor models (GDFM’s). Emphasis is laid on the so-called zeroless case. GDFM’s provide a way of ...
TIT
2011
12 years 11 months ago
2011
Motivated by a broad range of potential applications, we address the quantile prediction problem of real-valued time series. We present a sequential quantile forecasting model bas...
KDD
1998
ACM
13 years 9 months ago
1998
ACM
This paper describes our work in learning online models that forecast real-valued variables in a high-dimensional space. A 3GB database was collected by sampling 421 real-valued s...
CORR
2010
Springer
13 years 3 months ago
2010
Springer
This paper proposes a nonparametric Bayesian method for exploratory data analysis and feature construction in continuous time series. Our method focuses on understanding shared fe...