Timeseries Analysis Based on Expert Advice Algorithm

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  • MORINO Kai
    東京大学生産技術研究所　情報・エレクトロニクス系部門

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Other Title
  • Expert Advice法に基づく時系列解析
  • Expert Adviceホウ ニ モトズク ジケイレツ カイセキ

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Abstract

<p>This review article introduces timeseries analysis based on an aggregating algorithm Expert Advice. In the Expert Advice, an expert possesses its weight that is determined by its accumulated loss of errors. Then, the prediction of the Expert Advice is obtained by the weighted average over the predictions of these experts and their weights. This review article gives theoretical introduction and examples of application of the Expert Advice.</p>

Journal

  • SEISAN KENKYU

    SEISAN KENKYU 70 (3), 165-169, 2018-05-01

    Institute of Industrial Science The University of Tokyo

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