We consider the selection of prediction models for Markovian time series...
Competition between times series arises naturally in sales forecasting o...
Concentration inequality are widely used for analysing machines learning...
We revisit the interest of classical statistical techniques for sales
fo...
Sales forecasts are crucial for the E-commerce business. State-of-the-ar...
We propose a vector auto-regressive (VAR) model with a low-rank constrai...