Nonparametric risk bounds for time-series forecasting

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Nonparametric risk bounds for time-series forecasting

3 December 2012

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Papers citing "Nonparametric risk bounds for time-series forecasting"

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Title
A Systematic Review for Transformer-based Long-term Series Forecasting Liyilei Su Xumin Zuo Rui Li Xin Wang Heng Zhao Bingding Huang AI4TS 78 12 0 31 Oct 2023
Empirical Risk Minimization for Time Series: Nonparametric Performance Bounds for Prediction C. Brownlees Jordi Llorens-Terrazas AI4TS 33 3 0 11 Aug 2021
Principles and Algorithms for Forecasting Groups of Time Series: Locality and Globality Pablo Montero-Manso Rob J. Hyndman AI4TS 89 139 0 02 Aug 2020
Risk bounds for reservoir computing Lukas Gonon Lyudmila Grigoryeva Juan-Pablo Ortega 105 40 0 30 Oct 2019
High dimensional VAR with low rank transition Pierre Alquier Karine Bertin P. Doukhan Rémy Garnier BDL 73 16 0 02 May 2019
Exponential inequalities for nonstationary Markov Chains Pierre Alquier P. Doukhan Xiequan Fan 87 10 0 27 Aug 2018
Least-Squares Temporal Difference Learning for the Linear Quadratic Regulator Stephen Tu Benjamin Recht OffRL 83 131 0 22 Dec 2017
Bootstrapping Generalization Error Bounds for Time Series Robert Lunde C. Shalizi AI4TS 50 1 0 08 Nov 2017
On the Sample Complexity of the Linear Quadratic Regulator Sarah Dean Horia Mania Nikolai Matni Benjamin Recht Stephen Tu 95 580 0 04 Oct 2017
Non-Asymptotic Analysis of Robust Control from Coarse-Grained Identification Stephen Tu Ross Boczar A. Packard Benjamin Recht 93 70 0 15 Jul 2017