A Contextual Bandit Approach for Value-oriented Prediction Interval Forecasting.
Yufan ZhangHonglin WenQiuwei WuPublished in: CoRR (2022)
Keyphrases
- contextual bandit
- prediction model
- grey model
- upper confidence bound
- financial time series
- prediction accuracy
- failure prediction
- predictive model
- stock market prediction
- exponential smoothing
- short term
- chaotic time series
- forecasting accuracy
- news recommendation
- load forecasting
- forecasting model
- box jenkins
- arima model
- neural network
- co occurrence
- natural language processing
- short term prediction
- keywords