Asymptotic Properties of Just-In-Time Models
نویسندگان
چکیده
منابع مشابه
Asymptotic Properties of Just-in-Time Models
The concept of Just-in-Time models has been introduced for models that are not estimated until they are really needed. The prediction is taken as a weighted average of neighboring points in the regressor space, such that an optimal bias/variance trade-off is achieved. The asymptotic properties of the method are investigated, and are compared to the corresponding properties of related statistica...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 1997
ISSN: 1474-6670
DOI: 10.1016/s1474-6670(17)43004-7