2 papers
econ.EM2026
Generative Predictive Distributions for Time Series
Jordi Llorens-Terrazas, Mika Meitz
We propose a flexible framework for modeling the predictive distributions of nonlinear, possibly multivariate time series. Our approach expresses a general predictive distribution…
stat.ML2021
Empirical Risk Minimization for Time Series: Nonparametric Performance Bounds for Prediction
Christian Brownlees, Jordi Llorens-Terrazas
Empirical risk minimization is a standard principle for choosing algorithms in learning theory. In this paper we study the properties of empirical risk minimization for time series…