基于专家建议的局部平稳数据预测

Oct, 2023

基于专家建议的局部平稳数据预测

Prediction of Locally Stationary Data Using Expert Advice

Vladimir V'yugin, Vladimir Trunov

TL;DR在连续机器学习领域，采用博弈论方法研究了不依赖于数据流生成源的随机特性的情况，提出了一种面向本地平稳时间序列的在线预测算法，并估计了算法的效率。

Abstract

The problem of continuous machine learning is studied. Within the framework of the game-theoretic approach, when for calculating the next forecast, no assumptions about the stochastic nature of the source that ge