Nonparametric sequential prediction of time series
نویسندگان
چکیده
منابع مشابه
Nonparametric sequential prediction of time series
Time series prediction covers a vast field of every-day statistical applications in medical, environmental and economic domains. In this paper we develop nonparametric prediction strategies based on the combination of a set of “experts” and show the universal consistency of these strategies under a minimum of conditions. We perform an indepth analysis of real-world data sets and show that these...
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ژورنال
عنوان ژورنال: Journal of Nonparametric Statistics
سال: 2010
ISSN: 1048-5252,1029-0311
DOI: 10.1080/10485250802680730