2 Title: aggexp : AGGregation of EXPerts to forecast time-series
4 Description: As the title suggests, past predictions of a set of given experts
5 are aggregated until time t to predict at time t+1, (generally) as a weighted
6 sum of values at time t. Several weights optimization algorithm are compared:
7 exponential weights, MLPoly, and some classical statistical learning procedures
9 Author: Benjamin Auder <Benjamin.Auder@math.u-psud.fr> [aut,cre],
10 Jean-Michel Poggi <Jean-Michel.Poggi@parisdescartes.fr> [ctb],
11 Bruno Portier <Bruno.Portier@insa-rouen.fr>, [ctb]
12 Maintainer: Benjamin Auder <Benjamin.Auder@math.u-psud.fr>
20 URL: http://git.auder.net/?p=aggexp.git
21 License: MIT + file LICENSE
28 'm_ExponentialWeights.R'
29 'm_GeneralizedAdditive.R'
30 'm_KnearestNeighbors.R'