Optimizing Convergence for Iterative Learning of ARIMA for Stationary Time Series.
Kevin Styp-RekowskiFlorian SchmidtOdej KaoPublished 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