Optimizing Convergence for Iterative Learning of ARIMA for Stationary Time Series.

Kevin Styp-Rekowski Florian Schmidt Odej Kao

Published in: CoRR (2021)

Keyphrases

iterative learning
iterative learning control
non stationary
moving average
exponential smoothing

autoregressive
arima model
autoregressive integrated moving average
error reduction
incremental learning

short term
trajectory tracking
upper bound
hybrid model
convergence speed

convergence rate
training data
control method
model selection