Generalization Bounds for Time Series Prediction with Non-stationary Processes.
Vitaly KuznetsovMehryar MohriPublished in: ALT (2014)
Keyphrases
- non stationary
- generalization bounds
- learning theory
- data dependent
- generalization ability
- model selection
- autoregressive
- empirical mode decomposition
- vc dimension
- ranking algorithm
- linear classifiers
- ranking functions
- neural network
- learning problems
- cross validation
- lower bound
- statistical learning theory
- support vector
- machine learning