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Showing 2019 · math.STShow all
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math.ST2019★ 2 cited
Globally Optimal And Adaptive Short-Term Forecast of Locally Stationary Time Series And A Test for Its Stability
Xiucai Ding, Zhou Zhou
Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed s…
math.ST2019★ 3 cited
The cost-free nature of optimally tuning Tikhonov regularizers and other ordered smoothers
Pierre C Bellec, Dana Yang
We consider the problem of selecting the best estimator among a family of Tikhonov regularized estimators, or, alternatively, to select a linear combination of these regularizers t…