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Structured Output Regression for Time Series Prediction

2018-04-25 14:00

报告人: 傅周宇【微软亚洲研究院】

报告人单位:

时间: 2018-04-25 14:00-15:00

地点: bat365正版唯一官网6号楼111教室

开始时间: 2018-04-25 14:00-15:00

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报告人简介

微软亚洲研究院研究员

报告内容介绍

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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