We propose online prediction algorithms for data streams whose characteristics might change over time. Our algorithms are applications of online learning with experts. In particular, our algorithms combine base predictors over sliding windows with different length as experts. As a result, our algorithms are guaranteed to be competitive with the base predictor with the best fixed-length sliding window in hindsight.
All Science Journal Classification (ASJC) codes
- Hardware and Architecture
- Computer Vision and Pattern Recognition
- Electrical and Electronic Engineering
- Artificial Intelligence