提升算法中的非凸代价泛函与面板选择方法
Non-convex cost functionals in boosting algorithms and methods for panel selection
AI总结:
本文通过引入非凸代价泛函和相关性项改进提升算法,提出ArgMin算法,用于加性时间序列预测,并在特伦蒂诺冬季旅游预测中验证。
摘要:
本文针对Friedman '99提出的提升技术,提出了一种新的改进方法,通过使用非凸代价泛函来实现。其核心思想是引入一个相关性项,以更好地处理加性时间序列的预测问题。该问题从理论角度进行了讨论,以证明最小化序列的存在性,并从数值角度提出了一种新的“ArgMin”算法。该模型已用于预测意大利阿尔卑斯山特伦蒂诺地区1999/2000年冬季的旅游人数。
英文摘要:
In this document we propose a new improvement for boosting techniques as proposed in Friedman '99 by the use of non-convex cost functional. The idea is to introduce a correlation term to better deal with forecasting of additive time series. The problem is discussed in a theoretical way to prove the existence of minimizing sequence, and in a numerical way to propose a new "ArgMin" algorithm. The model has been used to perform the touristic presence forecast for the winter season 1999/2000 in Trentino (italian Alps).
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。