Seminars_raw

Structured Output Regression for Time Series Prediction

2018-12-13 00:00

Speaker: Fu Zhouyu

unit:

Time: 2018-04-25 14:00-15:00

Venue: The Wei Jin Road No. 6 Building 111 campus teaching

starttime: 2018-04-25 14:00-15:00

Profile:


Theme:
Structured Output Regression for Time Series Prediction
Time:
2018-04-25 14:00-15:00
Venue:
The Wei Jin Road No. 6 Building 111 campus teaching
Speaker:
Fu Zhouyu

Abstract

In this talk, I will introduce a novel approach to robust time series prediction, which is formulated as a structured output regression problem by simultaneously considering the prediction error and the shape of the predicted sequence in model training. I also show that a simplified version of the generic model employing linear regression and PCA leads to a single optimization problem with convex objective function and globally optimal solution. 


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