| 主题： |
Adaptively combined forecasting for discrete response time series |
| 类型： |
学术报告
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| 主办方： |
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| 报告人： |
邹国华 教授 |
| 日期： |
2013年11月19日下午2:30-4:00 |
| 地点： |
知新楼B-1248 |
| 内容： |
报告题目：Adaptively combined forecasting for discrete response time series
报 告 人：邹国华 教授 （中国科学院数学与系统科学研究院
报告时间：2013年11月19日（周二）下午2:30-4:00
报告地点：知新楼B-1248
摘要：Adaptive combining is generally a desirable approach for forecasting, which, however, has rarely been explored for discrete response time series. In this paper, we propose an adaptively combined forecasting method for such discrete response data. We demonstrate in theory that the proposed forecast is of the desired adaptation with respect to the widely used squared risk and other significant risk functions under mild conditions. Furthermore, we study the issue of adaptation for the proposed forecasting method in the presence of model screening that is often useful in applications. --- Joint work with X. Zhang and Z. Lu. |
