Entropy-Randomized Forecasting of Stochastic Dynamic Regression Models

Entropy-Randomized Forecasting of Stochastic Dynamic Regression Models

We propose a new forecasting procedure that includes randomized hierarchical dynamic regression models with random parameters, measurement noises and random input. We developed the technology of entropy-randomized machine learning, which includes the estimation of characteristics of a dynamic regres...

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Bibliographic Details
Main Authors: Yuri S. Popkov, Alexey Yu. Popkov, Yuri A. Dubnov, Dimitri Solomatine
Format: Article
Language:English
Published: MDPI AG 2020-07-01
Series:Mathematics
Subjects:
forecasting
randomization
dynamic regression
information entropy
empirical balance
randomized machine learning
Online Access:https://www.mdpi.com/2227-7390/8/7/1119

Internet

https://www.mdpi.com/2227-7390/8/7/1119

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