Model selection for weakly dependent time series forecasting

Model selection for weakly dependent time series forecasting

17 February 2009

Olivier Wintenberger

Papers citing "Model selection for weakly dependent time series forecasting"

14 / 14 papers shown

Title
A finite-sample bound for identifying partially observed linear switched systems from a single trajectory Daniel Racz M. Petreczky Bálint Daróczy 58 0 0 17 Mar 2025
State-space systems as dynamic generative models Juan-Pablo Ortega Florian Rossmannek 66 1 0 13 Mar 2025
Mixed moving average field guided learning for spatio-temporal data I. Curato O. Furat Lorenzo Proietti Bennet Stroeh AI4TS 23 2 0 02 Jan 2023
PAC-Bayesian-Like Error Bound for a Class of Linear Time-Invariant Stochastic State-Space Models Deividas Eringis J. Leth Z. Tan Rafal Wisniewski M. Petreczky 32 1 0 30 Dec 2022
Nyström Regularization for Time Series Forecasting Zirui Sun Mingwei Dai Yao Wang Shao-Bo Lin AI4TS 25 2 0 13 Nov 2021
User-friendly introduction to PAC-Bayes bounds Pierre Alquier FedML 57 196 0 21 Oct 2021
PAC-Bayes Analysis Beyond the Usual Bounds Omar Rivasplata Ilja Kuzborskij Csaba Szepesvári John Shawe-Taylor 30 80 0 23 Jun 2020
Risk bounds for reservoir computing Lukas Gonon Lyudmila Grigoryeva Juan-Pablo Ortega 16 40 0 30 Oct 2019
Conditional Risk Minimization for Stochastic Processes Alexander Zimin Christoph H. Lampert 27 7 0 09 Oct 2015
Nonparametric risk bounds for time-series forecasting D. McDonald C. Shalizi M. Schervish AI4TS 46 27 0 03 Dec 2012
Weak transport inequalities and applications to exponential inequalities and oracle inequalities Olivier Wintenberger 35 6 0 20 Jul 2012
Prediction of quantiles by statistical learning and application to GDP forecasting Pierre Alquier Xiaoyin Li AI4TS 57 14 0 20 Feb 2012
PAC-Bayesian Bounds for Randomized Empirical Risk Minimizers Pierre Alquier 164 58 0 11 Dec 2007
Pac-Bayesian Supervised Classification: The Thermodynamics of Statistical Learning O. Catoni 148 454 0 03 Dec 2007