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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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2016
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| Subjects: | |
| 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 |