Aggregation algorithm vs. Average for time series prediction
Authors: Jamil, W., Kaliniskan, Y. and Bouchachia, H.
Journal: CEUR Workshop Proceedings
Volume: 2069
ISSN: 1613-0073
Abstract: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.
https://eprints.bournemouth.ac.uk/24798/
Source: Scopus
Aggregation Algorithm Vs. Average for Time Series Prediction
Authors: Jamil, W., Kalnishkan, Y. and Bouchachia, A.
Conference: ECML/PKDD 2016 Workshop on Large-scale Learning from Data Streams in Evolving Environments (STREAMEVOLV-2016)
Dates: 23 September 2016
https://eprints.bournemouth.ac.uk/24798/
Source: Manual
Aggregation Algorithm Vs. Average for Time Series Prediction
Authors: Jamil, W., Kalnishkan, Y. and Bouchachia, A.
Conference: ECML/PKDD 2016 Workshop on Large-scale Learning from Data Streams in Evolving Environments (STREAMEVOLV-2016)
Abstract: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 se- ries 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.
https://eprints.bournemouth.ac.uk/24798/
Source: BURO EPrints