Crogging (cross-validation aggregation) for forecasting — A novel algorithm of neural network ensembles on time series subsamples
暂无分享,去创建一个
[1] L. Breiman. Heuristics of instability and stabilization in model selection , 1996 .
[2] GuptaSunil,et al. Combination of Forecasts , 1987 .
[3] Arnold Zellner,et al. To combine or not to combine? Issues of combining forecasts , 1992 .
[4] J. Michaelsen. Cross-Validation in Statistical Climate Forecast Models , 1987 .
[5] Christian C. P. Wolff. Time-Varying Parameters and the Out-of-Sample Forecasting Performance of Structural Exchange Rate Models , 1987 .
[6] David Hinkley,et al. Bootstrap Methods: Another Look at the Jackknife , 2008 .
[7] B. Efron. Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation , 1983 .
[8] Lars Kai Hansen,et al. Neural Network Ensembles , 1990, IEEE Trans. Pattern Anal. Mach. Intell..
[9] Hubert Cardot,et al. A new boosting algorithm for improved time-series forecasting with recurrent neural networks , 2008, Inf. Fusion.
[10] R. Tibshirani,et al. Improvements on Cross-Validation: The 632+ Bootstrap Method , 1997 .
[11] Michael Y. Hu,et al. A Cross‐Validation Analysis of Neural Network Out‐of‐Sample Performance in Exchange Rate Forecasting , 1999 .
[12] R. L. Winkler,et al. Averages of Forecasts: Some Empirical Results , 1983 .
[13] Leo Breiman,et al. Bagging Predictors , 1996, Machine Learning.
[14] H. Künsch. The Jackknife and the Bootstrap for General Stationary Observations , 1989 .
[15] J. M. Bates,et al. The Combination of Forecasts , 1969 .
[16] Robert Tibshirani,et al. An Introduction to the Bootstrap , 1994 .
[17] Allan Timmermann,et al. Optimal Forecast Combinations Under General Loss Functions and Forecast Error Distributions , 2002 .
[18] Victor L. Berardi,et al. Time series forecasting with neural network ensembles: an application for exchange rate prediction , 2001, J. Oper. Res. Soc..
[19] Nathan Intrator,et al. Optimal ensemble averaging of neural networks , 1997 .
[20] Robert L. Winkler,et al. The accuracy of extrapolation (time series) methods: Results of a forecasting competition , 1982 .
[21] Leonard J. Tashman,et al. Out-of-sample tests of forecasting accuracy: an analysis and review , 2000 .
[22] Sylvain Arlot,et al. A survey of cross-validation procedures for model selection , 2009, 0907.4728.
[23] Rob J Hyndman,et al. Another look at measures of forecast accuracy , 2006 .
[24] C. Granger,et al. Experience with Forecasting Univariate Time Series and the Combination of Forecasts , 1974 .
[25] Robert L. Winkler,et al. Simple robust averages of forecasts: Some empirical results , 2008 .
[26] Todd E. Clark. Can Out-of-Sample Forecast Comparisons Help Prevent Overfitting? , 2000 .
[27] B. Efron. Bootstrap Methods: Another Look at the Jackknife , 1979 .
[28] Sven F. Crone,et al. Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction , 2011 .
[29] Spyros Makridakis,et al. The M3-Competition: results, conclusions and implications , 2000 .
[30] Michael Y. Hu,et al. Forecasting with artificial neural networks: The state of the art , 1997 .
[31] Kurt Hornik,et al. Approximation capabilities of multilayer feedforward networks , 1991, Neural Networks.