Model selection in online learning for times series forecasting

Authors: Jamil, W. and Bouchachia, A.

Journal: Advances in Intelligent Systems and Computing

Volume: 840

Pages: 83-95

ISSN: 2194-5357

DOI: 10.1007/978-3-319-97982-3_7

Abstract:

This paper discusses the problem of selecting model parameters in time series forecasting using aggregation. It proposes a new algorithm that relies on the paradigm of prediction with expert advice, where online and offline autoregressive models are regarded as experts. The desired goal of the proposed aggregation-based algorithm is to perform not worse than the best expert in the hindsight. The theoretical analysis shows that the algorithm has a guarantee that holds for any data sequence. Moreover, the empirical evaluation shows that the algorithm outperforms other popular model selection criteria such as Akaike and Bayesian information criteria on cyclic behaving time series.

https://eprints.bournemouth.ac.uk/30875/

Source: Scopus

Model Selection in Online Learning for Times Series Forecasting

Authors: Jamil, W. and Bouchachia, A.

Journal: ADVANCES IN COMPUTATIONAL INTELLIGENCE SYSTEMS (UKCI)

Volume: 840

Pages: 83-95

eISSN: 2194-5365

ISBN: 978-3-319-97981-6

ISSN: 2194-5357

DOI: 10.1007/978-3-319-97982-3_7

https://eprints.bournemouth.ac.uk/30875/

Source: Web of Science (Lite)

Model Selection in Online Learning for Times Series Forecasting

Authors: Jamil, W. and Bouchachia, A.

Conference: 18th Annual UK Workshop on Computational Intelligence

Dates: 5-7 September 2018

https://eprints.bournemouth.ac.uk/30875/

Source: Manual

Preferred by: Hamid Bouchachia

Model Selection in Online Learning for Times Series Forecasting.

Authors: Bouchachia, A.

Conference: UKCI 2018: 18th Annual UK Workshop on Computational Intelligence

Abstract:

This paper discusses the problem of selecting model parameters in time series forecasting using aggregation. It proposes a new algorithm that relies on the paradigm of prediction with expert advice, where online and offline autoregressive models are regarded as experts. The desired goal of the proposed aggregation-based algorithm is to perform not worse than the best expert in the hindsight. The theoretical analysis shows that the algorithm has a guarantee that holds for any data sequence. Moreover, the empirical evaluation shows that the algorithm outperforms other popular model selection criteria such as Akaike and Bayesian information criteria on cyclic behaving time series.

https://eprints.bournemouth.ac.uk/30875/

Source: BURO EPrints