A review and comparison of strategies for multi-step ahead time series forecasting based on the NN5 forecasting competition
Multi-step ahead forecasting is still an open challenge in time series forecasting. Several
approaches that deal with this complex problem have been proposed in the literature but an …
approaches that deal with this complex problem have been proposed in the literature but an …
Locally weighted learning
This paper surveys locally weighted learning, a form of lazy learning and memory-based
learning, and focuses on locally weighted linear regression. The survey discusses distance …
learning, and focuses on locally weighted linear regression. The survey discusses distance …
Longitudinal cognitive and biomarker changes in dominantly inherited Alzheimer disease
Objective To assess the onset, sequence, and rate of progression of comprehensive
biomarker and clinical measures across the spectrum of Alzheimer disease (AD) using the …
biomarker and clinical measures across the spectrum of Alzheimer disease (AD) using the …
Short-term prediction of lane-level traffic speeds: A fusion deep learning model
Accurate and robust short-term traffic prediction is an important part of advanced traveler
information systems. With the development of intelligent navigation and autonomous driving …
information systems. With the development of intelligent navigation and autonomous driving …
Generalized additive models
TJ Hastie - Statistical models in S, 2017 - taylorfrancis.com
This chapter discusses the innovations of additional flexible methods for modeling an
individual term in an additive model. It focuses on how we fit additive models. A general and …
individual term in an additive model. It focuses on how we fit additive models. A general and …
Locally weighted regression: an approach to regression analysis by local fitting
WS Cleveland, SJ Devlin - Journal of the American statistical …, 1988 - Taylor & Francis
Locally weighted regression, or loess, is a way of estimating a regression surface through a
multivariate smoothing procedure, fitting a function of the independent variables locally and …
multivariate smoothing procedure, fitting a function of the independent variables locally and …
Proportional hazards tests and diagnostics based on weighted residuals
PM Grambsch, TM Therneau - Biometrika, 1994 - academic.oup.com
Nonproportional hazards can often be expressed by extending the Cox model to include
time varying coefficients; eg, for a single covariate, the hazard function for subject i is …
time varying coefficients; eg, for a single covariate, the hazard function for subject i is …
[PDF][PDF] STL: A seasonal-trend decomposition
RB Cleveland, WS Cleveland, JE McRae, I Terpenning - J. off. Stat, 1990 - nniiem.ru
STL is a filtering procedure for decomposing a time series into trend, seasonal, and
remainder components. STL has a simple design that consists of a sequence of applications …
remainder components. STL has a simple design that consists of a sequence of applications …
Active learning with statistical models
For many types of machine learning algorithms, one can compute the statistically``optimal''
way to select training data. In this paper, we review how optimal data selection techniques …
way to select training data. In this paper, we review how optimal data selection techniques …
[图书][B] Research design and statistical analysis
JL Myers, AD Well, RF Lorch Jr - 2013 - taylorfrancis.com
Research Design and Statistical Analysis provides comprehensive coverage of the design
principles and statistical concepts necessary to make sense of real data. The book's goal is …
principles and statistical concepts necessary to make sense of real data. The book's goal is …