Discrepancy-Based Theory and Algorithms for Forecasting Non-Stationary Time Series

Author:

Kuznetsov Vitaly,Mohri Mehryar

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Artificial Intelligence

Reference44 articles.

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3. Alquier, P., Li, X., Wintenberger, O.: Prediction of time series by statistical learning: general losses and fast rates. Depend. Modell. 1, 65–93 (2014)

4. Alquier, P., Wintenberger, O.: Model selection for weakly dependent time series forecasting. Technical Report 2010-39, Centre de Recherche en Economie et Statistique (2010)

5. Andrews, D.: First Order Autoregressive Processes and Strong Mixing Cowles Foundation Discussion Papers 664, Cowles Foundation for Research in Economics, Yale University (1983)

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