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Hardcover Model-Free Prediction and Regression: A Transformation-Based Approach to Inference Book
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ISBN: 3319213466

ISBN13: 9783319213460

Model-Free Prediction and Regression: A Transformation-Based Approach to Inference

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Format: Hardcover

Condition: New

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Book Overview

The Model-Free Prediction Principle expounded upon in this monograph is based on the simple notion of transforming a complex dataset to one that is easier to work with, e.g., i.i.d. or Gaussian. As such, it restores the emphasis on observable quantities, i.e., current and future data, as opposed to unobservable model parameters and estimates thereof, and yields optimal predictors in diverse settings such as regression and time series. Furthermore,...

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Business Business & Investing Computers Computers & Technology Economics Math Mathematics Science & Math

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