Modeling and Stochastic Learning for Forecasting in High Dimensions

• Corporate Author: SpringerLink (Online service)
• Other Authors: Antoniadis, Anestis (Editor), Poggi, Jean-Michel (Editor), Brossat, Xavier (Editor)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Series: Lecture Notes in Statistics, 217
• Subjects: Statistics.; Mathematical statistics.; Mathematical models.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.; Mathematical Modeling and Industrial Mathematics.; Probability and Statistics in Computer Science.

The chapters in this volume stress the need for advances in theoretical understanding to go hand-in-hand with the widespread practical application of forecasting in industry. Forecasting and time series prediction have enjoyed considerable attention over the last few decades, fostered by impressive...