— Forecasting the tide level in the Venezia lagoon is a very compelling task. In this work we propose a new approach to the learning of tide level time series based on the local ...
E. Canestrelli, P. Canestrelli, Marco Corazza, Mau...
The paper describes a method for predicting climate time series that consist of significant annual and diurnal seasonal components and a short-term stockastic component. A memory...
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
Forecasting sequences by expert ensembles generally assumes stationary or near-stationary processes; however, in complex systems and many real-world applications, we are frequentl...
Cosma Rohilla Shalizi, Abigail Z. Jacobs, Aaron Cl...
This paper describes our work in learning online models that forecast real-valued variables in a high-dimensional space. A 3GB database was collected by sampling 421 real-valued s...