Minimax Time Series Prediction.
Wouter M. KoolenAlan MalekPeter L. BartlettYasin Abbasi-YadkoriPublished in: NIPS (2015)
Keyphrases
- non stationary
- neuro fuzzy
- artificial neural networks
- recurrent neural networks
- multivariate time series
- neural network model
- function approximation
- alpha beta
- ls svm
- worst case
- data mining
- minimax regret
- moving average
- evaluation function
- prediction model
- autoregressive
- echo state networks
- game tree
- fuzzy sets
- lower bound
- imperfect information
- website
- real time
- neyman pearson
- minimax search