Learning and Auctioning

Time Series

Description

Time series prediction problems appear in a number of important applications ranging from the prediction of stock prices and economic variables to the prediction of local or global weather variables, energy demand, earthquakes and many other applications such as the prediction for sales or advertising.

Related Publications

Vitaly Kuznetsov and Mehryar Mohri.
NIPS 2016 Tutorial: Theory and Algorithms for Forecasting Non-Stationary Time Series.
In Advances in Neural Information Processing Systems (NIPS 2015). Barcelona, Spain, 2016. MIT Press.

Vitaly Kuznetsov and Mehryar Mohri.
Time series prediction and online learning.
In Proceedings of The 29th Annual Conference on Learning Theory (COLT 2016). New York, NY, June 2016.

Vitaly Kuznetsov and Mehryar Mohri.
Generalization bounds for non-stationary mixing processes.
Machine Learning, 106(1):93-117, 2017. Springer, Heidelberg, Germany.

Vitaly Kuznetsov and Mehryar Mohri.
Learning theory and algorithms for forecasting non-stationary time series.
In Advances in Neural Information Processing Systems (NIPS 2015). Montréal, Canada, 2015. MIT Press.

Vitaly Kuznetsov and Mehryar Mohri.
Generalization bounds for time series prediction with non-stationary processes.
In Proceedings of The 25th International Conference on Algorithmic Learning Theory (ALT 2014). volume 8776, pages 260-274, Bled, Slovenia, October 2014. Springer, Heidelberg, Germany.

Mehryar Mohri and Andrés Muñoz Medina.
New analysis and algorithm for learning with drifting distributions.
In Proceedings of The 23rd International Conference on Algorithmic Learning Theory (ALT 2012). volume 7568, pages 124-138, Lyon, France, October 2012. Springer, Heidelberg, Germany.

Mehryar Mohri and Afshin Rostamizadeh.
Stability bounds for stationary phi-mixing and beta-mixing processes.
Journal of Machine Learning Research (JMLR), 11:798-814, 2010.

Mehryar Mohri and Afshin Rostamizadeh.
Rademacher complexity bounds for non-i.i.d. processes.
In Advances in Neural Information Processing Systems (NIPS 2008). pages 1097-1104, Vancouver, Canada, 2009. MIT Press.

Mehryar Mohri and Afshin Rostamizadeh.
Stability bounds for non-i.i.d. processes.
In Advances in Neural Information Processing Systems (NIPS 2007). Vancouver, Canada, 2008. MIT Press.

	Vitaly Kuznetsov and Mehryar Mohri. NIPS 2016 Tutorial: Theory and Algorithms for Forecasting Non-Stationary Time Series. In Advances in Neural Information Processing Systems (NIPS 2015). Barcelona, Spain, 2016. MIT Press.
	Vitaly Kuznetsov and Mehryar Mohri. Time series prediction and online learning. In Proceedings of The 29th Annual Conference on Learning Theory (COLT 2016). New York, NY, June 2016.
	Vitaly Kuznetsov and Mehryar Mohri. Generalization bounds for non-stationary mixing processes. Machine Learning, 106(1):93-117, 2017. Springer, Heidelberg, Germany.
	Vitaly Kuznetsov and Mehryar Mohri. Learning theory and algorithms for forecasting non-stationary time series. In Advances in Neural Information Processing Systems (NIPS 2015). Montréal, Canada, 2015. MIT Press.
	Vitaly Kuznetsov and Mehryar Mohri. Generalization bounds for time series prediction with non-stationary processes. In Proceedings of The 25th International Conference on Algorithmic Learning Theory (ALT 2014). volume 8776, pages 260-274, Bled, Slovenia, October 2014. Springer, Heidelberg, Germany.
	Mehryar Mohri and Andrés Muñoz Medina. New analysis and algorithm for learning with drifting distributions. In Proceedings of The 23rd International Conference on Algorithmic Learning Theory (ALT 2012). volume 7568, pages 124-138, Lyon, France, October 2012. Springer, Heidelberg, Germany.
	Mehryar Mohri and Afshin Rostamizadeh. Stability bounds for stationary phi-mixing and beta-mixing processes. Journal of Machine Learning Research (JMLR), 11:798-814, 2010.
	Mehryar Mohri and Afshin Rostamizadeh. Rademacher complexity bounds for non-i.i.d. processes. In Advances in Neural Information Processing Systems (NIPS 2008). pages 1097-1104, Vancouver, Canada, 2009. MIT Press.
	Mehryar Mohri and Afshin Rostamizadeh. Stability bounds for non-i.i.d. processes. In Advances in Neural Information Processing Systems (NIPS 2007). Vancouver, Canada, 2008. MIT Press.