Bontempi, Gianluca; Ben Taieb, Souhaib; Le Borgne, Yann-Aël - Solvay Brussels School of Economics and Management, … - 2013
the 1960s on, by linear statistical methods such as ARIMA models. More recently, machine learning models have drawn …. This chapter presents an overview of machine learning techniques in time series forecasting by focusing on three aspects …: the formalization of one-step forecasting problems as supervised learning tasks, the discussion of local learning …