Abstract. We propose a novel method for addressing the model selection problem in the context of kernel methods. In contrast to existing methods which rely on hold-out testing or t...
Abstract. Internet traffic prediction plays a fundamental role in network design, management, control, and optimization. The self-similar and non-linear nature of network traffic m...
Hanghang Tong, Chongrong Li, Jingrui He, Yang Chen
The statistical perspective on boosting algorithms focuses on optimization, drawing parallels with maximum likelihood estimation for logistic regression. In this paper we present ...
We develop and evaluate an approach to causal modeling based on time series data, collectively referred to as“grouped graphical Granger modeling methods.” Graphical Granger mo...
Aurelie C. Lozano, Naoki Abe, Yan Liu, Saharon Ros...
This paper describes the development of a predictive model for corporate insolvency risk in Australia. The model building methodology is empirical with out-ofsample future year te...