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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書目詳細資料
Main Authors:	LIU, Chenghao, HOI, Steven C. H., ZHAO, Peilin, SUN, Jianling
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2016
主題:	Computer Sciences Databases and Information Systems Theory and Algorithms
在線閱讀:	https://ink.library.smu.edu.sg/sis_research/3411 https://ink.library.smu.edu.sg/context/sis_research/article/4412/viewcontent/OnlinelearningofARIMAfortimeseriesprediction.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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