Entropy-Randomized Forecasting of Stochastic Dynamic Regression Models
We propose a new forecasting procedure that includes randomized hierarchical dynamic regression models with random parameters, measurement noises and random input. We developed the technology of entropy-randomized machine learning, which includes the estimation of characteristics of a dynamic regres...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-07-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/8/7/1119 |