Forecasting with model averaging

Mixtures of experts and regression ensembles applied to time series forecasting

May 4, 2022 — May 4, 2022

dynamical systems

model selection

particle

regression

signal processing

statistics

stochastic processes

time series

Time series prediction niceties, specialising in model mixing methods. See also statistical learning theory for dependent data. Mixtures where the target is the predictor-conditional posterior density for the next step.

1 References

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