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Does "model-free" forecasting really outperform the "true" model? A reply to Perretti et al
"model-free" forecasting outperform "true" model
2013/6/14
Estimating population models from uncertain observations is an important problem in ecology. Perretti et al. observed that standard Bayesian state-space solutions to this problem may provide biased pa...
Causal band-limited approximation and forecasting for discrete time processes
band-limited processes discrete time processes causal filters sampling low-pass filters forecasting.
2012/9/18
We study causal dynamic approximation of non-bandlimited discretetime processes by band-limited discrete time processes such that a part of the historical path of the underlying process is approximate...
Bayesian semi-parametric forecasting with penalised splines and autoregressive errors
splines, autoregressive errors, semi-parametric regression, Bayesian
2012/9/18
Observational time series data often exhibit both cyclic temporal trends and autocorrelation and may also depend on covariates. As such, there is a need for exible regression models that are able to c...
Forecasting electricity consumption by aggregating specialized experts
Prediction with expert advice Specialized experts Application to real data
2012/9/19
We consider the setting of sequential prediction of arbitrary sequences based on specialized experts. We rst provide a review of the relevant literature and
present two theoretical contributions: a ...
A SARIMAX coupled modelling applied to individual load curves intraday forecasting
SARIMA(X) modelling Time series analysis Exogenous covariates Forecasting Seasonality Stationarity Individual load curve.
2012/9/18
A dynamic coupled modelling is investigated to take temperature into account in the individual energy consumption forecasting. The objective is both to avoid the inherent complexity of exhaustive SARI...