图 书 馆
在线学习时间序列预测Online Learning for Time Series Prediction |
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| 课程网址: | http://videolectures.net/colt2013_hazan_learning/ |
| 主讲教师: | Elad Hazan |
| 开课单位: | 以色列理工学院 |
| 开课时间: | 2013-08-09 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | In this paper, we address the problem of predicting a time series using the ARMA (autoregressive moving average) model, under minimal assumptions on the noise terms. Using regret minimization techniques, we develop effective online learning algorithms for the prediction problem, without assuming that the noise terms are Gaussian, identically distributed or even independent. Furthermore, we show that our algorithm’s performances asymptotically approaches the performance of the best ARMA model in hindsight. |
| 关 键 词: | 自回归滑动平均模型; 时间序列; 预测 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2021-02-10：nkq |
| 阅读次数: | 250 |