45 search results - page 2 / 9 » Nonparametric time series forecasting with dynamic updating |
155
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NPL
2011
14 years 2 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
15 years 6 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
14 years 6 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...
101
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KDD
1998
ACM
15 years 3 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...
109
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CORR
2010
Springer
14 years 10 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...