Aggregation Algorithm vs. Average For Time Series Prediction
نویسندگان
چکیده
Learning with expert advice as a scheme of on-line learning has been very successfully applied to various learning problems due to its strong theoretical basis. In this paper, for the purpose of times series prediction, we investigate the application of Aggregation Algorithm, which a generalisation of the famous weighted majority algorithm. The results of the experiments done, show that the Aggregation Algorithm performs very well in comparison to average.
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تاریخ انتشار 2016