Multivariate Online Linear Regression for Hierarchical Forecasting.
Massil HihatGuillaume GarrigosAdeline FermanianSimon BussyPublished in: CoRR (2024)
Keyphrases
- linear regression
- least squares
- multivariate regression
- regression problems
- ridge regression
- regression methods
- online learning
- nonlinear regression
- linear regression model
- short term
- kernel regression
- kernel density estimators
- locally weighted
- prediction model
- linear models
- support vector regression
- generalized linear models
- regression model
- statistical tests
- logistic regression
- expectation maximization