Predicting values in sequence

作者: Rina Panigrahy , Mikhail Kapralov

DOI:

关键词: Multiple dataData predictionConfidence valueData valueStatisticsSequence (medicine)Computer scienceValue (computer science)

摘要: Multiple data prediction strategies are received. Each strategy may predict a next value in sequence of values with corresponding confidence value. Rather than rely on single strategy, the predictions each linearly combined to generate that is more accurate and has lower overall loss any individual strategies. Further, deviation calculated based have been observed so far using weighted sum favors recent over less sequence. A generated deviation.

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