Online learning of ARIMA for time series prediction

Online learning of ARIMA for time series prediction

Autoregressive integrated moving average (ARIMA) is one of the most popular linear models for time series forecasting due to its nice statistical properties and great flexibility. However, its parameters are estimated in a batch manner and its noise terms are often assumed to be strictly bounded, wh...

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Bibliographic Details
Main Authors: LIU, Chenghao, HOI, Steven C. H., ZHAO, Peilin, SUN, Jianling
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2016
Subjects:
Computer Sciences
Databases and Information Systems
Theory and Algorithms
Online Access:https://ink.library.smu.edu.sg/sis_research/3411
https://ink.library.smu.edu.sg/context/sis_research/article/4412/viewcontent/OnlinelearningofARIMAfortimeseriesprediction.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/sis_research/3411
https://ink.library.smu.edu.sg/context/sis_research/article/4412/viewcontent/OnlinelearningofARIMAfortimeseriesprediction.pdf

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