Time series prediction using sparse regression ensemble based on $$\ell _2$$ ℓ 2 - $$\ell _1$$ ℓ 1 problem

Verfasser / Beitragende:
[Li Zhang, Wei-Da Zhou]
Ort, Verlag, Jahr:
2015
Enthalten in:
Soft Computing, 19/3(2015-03-01), 781-792
Format:
Artikel (online)
ID: 605469393
LEADER caa a22 4500
001 605469393
003 CHVBK
005 20210128100322.0
007 cr unu---uuuuu
008 210128e20150301xx s 000 0 eng
024 7 0 |a 10.1007/s00500-014-1304-y  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s00500-014-1304-y 
245 0 0 |a Time series prediction using sparse regression ensemble based on $$\ell _2$$ ℓ 2 - $$\ell _1$$ ℓ 1 problem  |h [Elektronische Daten]  |c [Li Zhang, Wei-Da Zhou] 
520 3 |a Sparse regression ensemble (SRE) is to sparsely combine the outputs of multiple learners using a sparse weight vector. This paper deals with SRE based on the $$\ell _2$$ ℓ 2 - $$\ell _1$$ ℓ 1 problem and applies it to time series prediction problems. The $$\ell _2$$ ℓ 2 - $$\ell _1$$ ℓ 1 problem consists of $$\ell _2$$ ℓ 2 -norm and $$\ell _1$$ ℓ 1 -norm regularization terms, where the former denotes the total ensemble empirical risk, and the latter represents the ensemble complexity. Thus, the goal is both to minimize the total ensemble training error and control the ensemble complexity. Experiments on real-world data for regression and time series prediction are given. 
540 |a Springer-Verlag Berlin Heidelberg, 2014 
690 7 |a Sparse regression ensemble  |2 nationallicence 
690 7 |a $$\ell _2$$ ℓ 2 - $$\ell _1$$ ℓ 1 problem  |2 nationallicence 
690 7 |a Regression tasks  |2 nationallicence 
690 7 |a Time series prediction  |2 nationallicence 
700 1 |a Zhang  |D Li  |u School of Computer Science and Technology and Provincial Key Laboratory for Computer Information Processing Technology, Soochow University, 215006, Suzhou, Jiangsu, China  |4 aut 
700 1 |a Zhou  |D Wei-Da  |u AI Speech Ltd, 215123, Suzhou, Jiangsu, China  |4 aut 
773 0 |t Soft Computing  |d Springer Berlin Heidelberg  |g 19/3(2015-03-01), 781-792  |x 1432-7643  |q 19:3<781  |1 2015  |2 19  |o 500 
856 4 0 |u https://doi.org/10.1007/s00500-014-1304-y  |q text/html  |z Onlinezugriff via DOI 
898 |a BK010053  |b XK010053  |c XK010000 
900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s00500-014-1304-y  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Zhang  |D Li  |u School of Computer Science and Technology and Provincial Key Laboratory for Computer Information Processing Technology, Soochow University, 215006, Suzhou, Jiangsu, China  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Zhou  |D Wei-Da  |u AI Speech Ltd, 215123, Suzhou, Jiangsu, China  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Soft Computing  |d Springer Berlin Heidelberg  |g 19/3(2015-03-01), 781-792  |x 1432-7643  |q 19:3<781  |1 2015  |2 19  |o 500