AE-DIL: a double incremental learning algorithm for non-stationary time series prediction via adaptive ensemble

DOI10.1016/j.ins.2023.03.141OpenAlexW4362589445MaRDI QIDQ6124686

Huihui Yu, Qun Dai

Publication date: 28 March 2024

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2023.03.141

zbMATH Keywords

incremental learningensemble learningstatistical hypothesis testnon-stationary time series predictionself-adaptive sliding window

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

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