Non-stationary Online Regression.

Anant Raj Pierre Gaillard Christophe Saad

Published in: CoRR (2020)

Keyphrases

non stationary
online learning
adaptive algorithms
regression model
support vector
linear regression
white noise
autoregressive
empirical mode decomposition
temporal evolution
stock price
concept drift
random fields
blind source separation
multi component
fractional brownian motion
change point detection