Sequential Quantile Prediction of Time Series.

Gérard Biau Benoît Patra

Published in: IEEE Trans. Inf. Theory (2011)

Keyphrases

financial time series
sequential data
prediction accuracy
moving average
mining sequential
prediction model
box jenkins
non stationary
stock market
prediction algorithm
data sets
sequential patterns
predictive model
learning algorithm
forecasting accuracy
chaotic time series
exponential smoothing
database