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Estimating lower bounds for time series prediction error 

Rho, Saeyoung. (Massachusetts Institute of Technology, 2020)
Research on how to evaluate the time series prediction algorithms are relatively under investigated compared to those to develop prediction algorithms. This research presents a way to estimate lower bounds for a time series ...

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Author
Rho, Saeyoung. (1)
DepartmentDepartment of Electrical Engineering and Computer Science (1)Engineering Systems Division (1)Institute for Data, Systems, and Society (1)Technology and Policy Program (1)Degree
S.M. in Technology and Policy (1)
S.M. Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science (1)
SubjectElectrical Engineering and Computer Science. (1)Institute for Data, Systems, and Society. (1)
Technology and Policy Program. (1)
... View MoreDate Issued2020 (1)Has File(s)Yes (1)

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