EAMDrift: An interpretable self retrain model for time series.

Gonçalo Mateus Cláudia Soares João Leitão António Rodrigues

Published in: CoRR (2023)

Keyphrases

high level
probabilistic model
statistical model
management system
least squares
computational model
theoretical framework
neural network
decision making
decision trees
similarity measure
prior knowledge
cost function
formal model
hybrid model
financial time series