Structure Parameter Optimized Kernel Based Online Prediction with a Generalized Optimization Strategy for Nonstationary Time Series.
Jinhua GuoHao ChenJingxin ZhangSheng ChenPublished in: CoRR (2021)
Keyphrases
- non stationary
- optimization strategy
- financial time series
- online learning
- autoregressive
- optimization algorithm
- adaptive algorithms
- concept drift
- stock price
- improved algorithm
- multi objective
- multivariate time series
- global optimization
- initial solution
- objective function
- image reconstruction
- computationally efficient
- evolutionary algorithm
- search algorithm