Staff Profile Pages

Aggregation algorithm vs. Average for time series prediction

Authors: Jamil, W., Kaliniskan, Y., Bouchachia, H.

Journal: Ceur Workshop Proceedings

Publication Date: 01/01/2017

Volume: 2069

ISSN: 1613-0073

Abstract:

Learning with expert advice as a scheme of on-line learning has been very successfully applied to various learning problems due to its strong theoretical basis. In this paper, for the purpose of times series prediction, we investigate the application of Aggregation Algorithm, which a generalisation of the famous weighted majority algorithm. The results of the experiments done, show that the Aggregation Algorithm performs very well in comparison to average.

https://eprints.bournemouth.ac.uk/24798/

Source: Scopus

Aggregation Algorithm Vs. Average for Time Series Prediction

Authors: Jamil, W., Kalnishkan, Y., Bouchachia, A.

Conference: ECML/PKDD 2016 Workshop on Large-scale Learning from Data Streams in Evolving Environments (STREAMEVOLV-2016)

Dates: 23/09/2016

Publication Date: 24/09/2016

https://eprints.bournemouth.ac.uk/24798/

Source: Manual