13 search results - page 1 / 3 » Sequential Quantile Prediction of Time Series |
TIT
2011
12 years 12 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...
ECRTS
2009
IEEE
13 years 2 months ago
2009
IEEE
Performing QoS (Quality of Service) control in large computing systems requires an on line metric that is representative of the real state of the system. The Tardiness Quantile Me...
IWANN
2005
Springer
13 years 10 months ago
2005
Springer
Prediction of time series is an important problem in many areas of science and engineering. Extending the horizon of predictions further to the future is the challenging and diffic...
FSS
2006
13 years 5 months ago
2006
In this paper, a Sequential Adaptive Fuzzy Inference System called SAFIS is developed based on the functional equivalence between a radial basis function network and a fuzzy infer...
MA
2010
Springer
13 years 3 months ago
2010
Springer
Model selection by the predictive least squares (PLS) principle has been thoroughly studied in the context of regression model selection and autoregressive (AR) model order estima...