Universal time-series forecasting with mixture predictors
Auteur :
Ryabko, Daniil
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030543037
Date de publication :
27 sept. 2020
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
The author considers the problem of sequential probability forecasting in the most general setting, where the observed data may exhibit an arbitrary form of stochastic dependence.