Advances in boosting of temporal and spatial models:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
München
Hut
2013
|
| Ausgabe: | 1. Aufl. |
| Schriftenreihe: | Statistik
|
| Schlagworte: | |
| Online-Zugang: | Inhaltstext https://nbn-resolving.org/urn:nbn:de:bvb:19-153382 Volltext Inhaltsverzeichnis |
| Beschreibung: | X, 110 S. Ill., graph. Darst., Kt. 210 mm x 148 mm, 216 g |
| ISBN: | 9783843908894 3843908893 |
Internformat
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Datensatz im Suchindex
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IMAGE 1
CONTENTS
ACKNOWLEDGMENTS I V
1 INTRODUCTION 1
2 GRADIENT B O O S T I N G 9
2.1 THE OBJECTIVE OF BOOSTING 10
2.2 STEEPEST DESCENT 12
2.3 COMPONENTWISE BOOSTING 15
2.4 LOSS FUNCTIONS 17
2.4.1 CONTINUOUS RESPONSE 17
2.4.2 BINARY RESPONSE 20
2.4.3 ADDITIONAL PARAMETERS IN THE LOSS FUNCTION 21
2.5 DISCUSSION 21
2.5.1 STOPPING CONDITION 22
2.5.2 REGULARIZATION 23
2.5.3 BIAS 24
2.5.4 FORWARDNESS 25
2.5.5 SPARSITY 25
2.5.6 INFERENCE 26
2.5.7 BASE LEARNERS 27
HTTP://D-NB.INFO/1031966358
IMAGE 2
VIII CONTENTS
3 NONLINEAR T I M E SERIES M O D E L S 2 9
3.1- INTRODUCTION 30
3.2 LINEAR AND ADDITIVE BOOSTING 32
3.2.1 COMPONENWISE LINEAR BASE LEARNER 33
3.2.2 COMPONENTWISE P-SPLINE BASE LEARNER 34
3.3 SIMULATION STUDY 35
3.4 ECONOMIC FORECASTING WITH BOOSTING 39
3.4.1 FORECASTING PRINCIPLES 41
3.4.2 UNIVARIATE FORECASTING OF INDUSTRIAL PRODUCTION 42
3.4.3 FORECASTING INDUSTRIAL PRODUCTION WITH EXOGENOUS VARIABLES 44
3.5 CONCLUDING REMARKS 49
3.6 COMPUTATIONAL DETAILS 50
4 B O O S T I N G T H E A N A T O M Y O F VOLATILITY 5 3
4.1 INTRODUCTION 53
4.2 VOLATILITY BOOSTING APPROACH 56
4.2.1 PROPOSED MODEL 56
4.2.2 AN ILLUSTRATION 59
4.3 AN EMPIRICAL APPLICATION TO FOUR ASSET CLASSES 62
4.3.1 THE DATA 63
4.3.2 ANALYZING THE PREDICTIVE PERFORMANCE 64
4.4 EMPIRICAL RESULTS 67
4.4.1 FORECAST EVALUATION , 67
4.4.2 THE DRIVING FACTORS 71
4.5 CONCLUSIONS 76
5 B O O S T I N G FOR E S T I M A T I N G SPATIALLY STRUCTURED A D D I T
I V E M O D E L S 7 9
5.1 INTRODUCTION 79
5.2 METHODS 81
5.2.1 SPATIO-TEMPORAL STRUCTURED ADDITIVE MODELS 82
5.2.2 TREE BASED LEARNERS 85
IMAGE 3
CONTENTS
5.2.3 GENERALIZED ADDITIVE MODEL 86
5.3 RESULTS 87
5.3.1 SPATIAL ESTIMATES 88
5.3.2 MODEL COMPARISON 90
5.4 DISCUSSION 92
6 S U M M A R Y A N D CONCLUSION 9 5
A T H E CHOICE O F LEADING INDICATORS 9 7
REFERENCES 99 |
| any_adam_object | 1 |
| author | Robinzonov, Nikolay |
| author_GND | (DE-588)1033423351 |
| author_facet | Robinzonov, Nikolay |
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| bvnumber | BV040991738 |
| collection | ebook |
| ctrlnum | (OCoLC)844104717 (DE-599)DNB1031966358 |
| dewey-full | 006.31 |
| dewey-hundreds | 000 - Computer science, information, general works |
| dewey-ones | 006 - Special computer methods |
| dewey-raw | 006.31 |
| dewey-search | 006.31 |
| dewey-sort | 16.31 |
| dewey-tens | 000 - Computer science, information, general works |
| discipline | Informatik Mathematik |
| edition | 1. Aufl. |
| format | Thesis Book |
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| isbn | 9783843908894 3843908893 |
| language | English |
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| spelling | Robinzonov, Nikolay Verfasser (DE-588)1033423351 aut Advances in boosting of temporal and spatial models Nikolay Robinzonov 1. Aufl. München Hut 2013 X, 110 S. Ill., graph. Darst., Kt. 210 mm x 148 mm, 216 g txt rdacontent n rdamedia nc rdacarrier Statistik Zugl.: München, Univ., Diss., 2013 Boosting (DE-588)4839853-6 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Boosting (DE-588)4839853-6 s DE-604 Erscheint auch als Online-Ausgabe urn:nbn:de:bvb:19-153382 X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=4269191&prov=M&dok_var=1&dok_ext=htm Verlag kostenfrei Inhaltstext https://nbn-resolving.org/urn:nbn:de:bvb:19-153382 Resolving-System http://edoc.ub.uni-muenchen.de/15338 Verlag kostenfrei Volltext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025969537&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Robinzonov, Nikolay Advances in boosting of temporal and spatial models Boosting (DE-588)4839853-6 gnd |
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| title | Advances in boosting of temporal and spatial models |
| title_auth | Advances in boosting of temporal and spatial models |
| title_exact_search | Advances in boosting of temporal and spatial models |
| title_full | Advances in boosting of temporal and spatial models Nikolay Robinzonov |
| title_fullStr | Advances in boosting of temporal and spatial models Nikolay Robinzonov |
| title_full_unstemmed | Advances in boosting of temporal and spatial models Nikolay Robinzonov |
| title_short | Advances in boosting of temporal and spatial models |
| title_sort | advances in boosting of temporal and spatial models |
| topic | Boosting (DE-588)4839853-6 gnd |
| topic_facet | Boosting Hochschulschrift |
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