Menu
Home
Contact us
Stats
Categories
Calendar
Toggle Wiki
Wiki Home
Last Changes
Rankings
List pages
Orphan pages
Sandbox
Print
Toggle Image Galleries
Galleries
Rankings
Toggle Articles
Articles home
List articles
Rankings
Toggle Blogs
List blogs
Rankings
Toggle Forums
List forums
Rankings
Toggle File Galleries
List galleries
Rankings
Toggle Maps
Mapfiles
Toggle Surveys
List surveys
Stats
ITHEA Classification Structure > G. Mathematics of Computing  > G.3 PROBABILITY AND STATISTICS 
OPTIMAL FORECASTING BASED ON CONVEXCORRECTING PROCEDURES
By: Oleg Senko, Alexander Dokukin (8790 reads)
Rating: (1.00/10)

Abstract: Properties of convex correcting procedures (CCP) on ensembles of predictors are studied. CCP calculates integral solution as convex linear combination of predictors’ prognoses. Structure of forecasting squared error and generalized error are analyzed. At that generalized error is defined as mean of squared error at Cartezian product of forecasted objects space and space of training sets. It is shown that forecasting squared error, bias and variance component of generalized error have similar structure. Search of optimal CCP coefficients is reduced to quadratic programming task which is solved in terms of ensemble superfluity. Ensemble is considered superfluous if some members can be removed without loss of forecasting ability. Necessary and sufficient conditions of superfluity absence are proven. A regression method based on the described principles has been developed. Its concepts as well as testing results are shown revealing CCP’s significant superiority over stepwise regression.

Keywords: forecasting, bias-variance decomposition, convex combinations, variables selection

ACM Classification Keywords: G.3 Probability and Statistics - Correlation and regression analysis, Statistical computing

Link:

OPTIMAL FORECASTING BASED ON CONVEXCORRECTING PROCEDURES

Oleg Senko, Alexander Dokukin

http://foibg.com/ibs_isc/ibs-16/ibs-16-p08.pdf

Print
G.3 PROBABILITY AND STATISTICS
article: DECISION-MAKING IN GROUPS OF INTERVAL ALTERNATIVES · RISK BEHAVIOUR IN A SET OF INTERVAL ALTERNATIVES · Peculiarities Analysis of Statistical Information in ICT · About convergence of fuzzy perceptive elements sequences, defined on ... · INFORMATION SYSTEM OF FORECASTING BASED ON COMBINED MODELS WITH TIME SERIES ... · Integrated Approach to the Study of Fractal Time Series · METHOD OF DATA ANALYSIS BASED ON CLUSTERING IN “SYNDROMES” INDICATORS SPACE · MATRIXES LEAST SQUARES METHOD AND EXAMPLES OF ITS APPLICATION · PHYSICAL PHENOMENON OF STATISTICAL STABILITY · ANALYSIS OF FEATURES AND POSSIBILITIES OF BANK FUNCTIONING EFFICIENCY BASED ... · SUB-OPTIMAL NONPARAMETRIC HYPOTHESES DISCRIMINATING WITH GUARANTEED DECISION · Solution of the Problem of Formal Evaluation of Effectiveness of ... · ANALYSIS OF THE PROPERTIES OF ORDINARY LEVY MOTION BASED ON THE ESTIMATION ... · SPREADING THE MOORE - PENROSE PSEUDO INVERSE ON MATRICES EUCLIDEAN SPACES: ... · Evaluating Expected Effectiveness of Interval Alternatives · · EVALUATING EXPECTED EFFECTIVENESS OF INTERVAL ALTERNATIVES · COMPARISON OF DIFFERENT WAVELET BASES IN THE CASE OF WAVELETS EXPANSIONS... · О ПРИМЕНИМОСТИ ОЦЕНКО МАТЕМАТИЧЕСКОГО ОЖИД · VECTORS AND MATRIXES LEAST SQUARES METHOD: FOUNDATION AND APPLICATION ... · VECTORS AND MATRIXES IN GROUPING INFORMATION PROBLEM · ОЦЕНКА ИНТЕРВАЛЬНЫХ АЛЬТЕРНАТИВ:... · ON SOME PROPERTIES OF REGRESSION MODELS BASED ON CORRELATION MAXIMIZATION ... · RECURRENT PROCEDURE IN SOLVING THE GROUPING INFORMATION PROBLEM IN APPLIED... · DIVERGENT AND MULTIPLE-VALUED SEQUENCES AND FUNCTIONS · ‘FEATURE VECTORS’ IN GROUPING INFORMATION PROBLEM IN APPLIED MATHEMATICS: .. · MODELING TELECOMMUNICATIONS TRAFFIC USING THE STOCHASTIC MULTIFRACTAL CASCADE... · INTERVALS AS ULTRAMETRIC APPROXIMATIONS ACCORDING TO THE SUPREMUM NORM · DIFFERENTIAL GEOMETRY DERIVED FROM DIVERGENCE FUNCTIONS... · COMPARATIVE ANALYSIS FOR ESTIMATING OF THE HURST EXPONET FOR STATIONARY AND ... · DISTURBANCE OF STATISTICAL STABILITY (PART II) · FUZZY SETS AS A MEAN FOR UNCERTAINTY HANDLING: MATH, APPLIED MATH, HEURISTICS · FUZZY SETS: MATH, APPLIED MATH, HEURISTICS? PROBLEMS AND INTERPRETATIONS · СИММЕТРИЯ В ЗАПИСИ ГЕНЕТИЧЕСКОЙ ИНФОРМАЦИИ · ЕВКЛИДОВЫ ПРОСТРАНСТВА ЧИСЛОВЫХ ВЕКТОРОВ И · METHOD FOR EVALUATING OF DISCREPANCY BETWEEN REGULARITIES SYSTEMS IN ... · CORRELATION MAXIMIZATION IN REGRESSION MODELS BASED ON CONVEX COMBINATIONS · NEURAL NETWORK SEGMENTATION OF VIDEO VIA TIME SERIES ANALYSIS · GOD-ICS. ON FUNDAMENTAL INFORMATION FIELD QUEST · ОЦЕНИВАНИЕ РИСКА РЕГРЕССИОННОЙ МОДЕЛИ В СЛ� · ПОСТРОЕНИЕ ЛОГИКО-ВЕРОЯТНОСТНЫХ МОДЕЛЕЙ В� · ОПТИМИЗАЦИЯ ОЦЕНКИ ВЕРОЯТНОСТИ ОШИБОЧНОЙ К · ON A PROBLEM OF QOS CHARACTERISTICS INTERPRETATION IN TRANSIT NETWORKS · OPTIMAL FORECASTING BASED ON CONVEXCORRECTING PROCEDURES · COMPARATIVE ANALYSIS OF STATISTICAL PROPERTIES OF THE HURST EXPONENT ... · DISTURBANCE OF STATISTICAL STABILITY · A SURVEY OF NONPARAMETRIC TESTS FOR THE STATISTICAL ANALYSIS OF EVOLUTIONARY ... · COGNITION HORIZON AND THE THEORY OF HYPER-RANDOM PHENOMENA · IMPROVED CRYPTOANALYSIS OF THE SELF-SHRINKING ... · EVALUATION OF PARETO/D/1/K QUEUE BY SIMULATION · N A PROBLEM OF QOS CHARACTERISTICS INTERPRETATION IN TRANSIT NETWORKS · APPLICATION OF THE HETEROGENEOUS SYSTEM PREDICTION METHOD · STUDY OF QUEUEING BEHAVIOUR IN IP BUFFERS · EXTREME SITUATIONS PREDICTION BY MULTIDIMENSIONAL HETEROGENEOUS ... · APPLICATION OF THE MULTIVARIATE PREDICTION METHOD TO TIME SERIES 1 · DETECTION OF LOGICAL-AND-PROBABILISTIC CORRELATION IN TIME SERIES1 ·
Login
[ register | I forgot my password ]
World Clock
Powered by Tikiwiki Powered by PHP Powered by Smarty Powered by ADOdb Made with CSS Powered by RDF powered by The PHP Layers Menu System
RSS Wiki RSS Blogs rss Articles RSS Image Galleries RSS File Galleries RSS Forums RSS Maps rss Calendars
[ Execution time: 0.08 secs ]   [ Memory usage: 7.63MB ]   [ GZIP Disabled ]   [ Server load: 0.30 ]
Powered by Tikiwiki CMS/Groupware