This paper is about time series classification using #MachineLearning. I.e. given a time series, predict a single category that the #TimeSeries belongs to. The proposed idea is to split the time series into sub-sequences, and for each sub-sequence calculate #quantiles. The quantiles are the feature representation of the time series.
#machinelearning #timeseries #quantiles
Expected Pinball Loss For Quantile Regression And Inverse CDF Estimation
#quantile #quantiles #estimation
'Flexible Model Aggregation for Quantile Regression', by Rasool Fakoor, Taesup Kim, Jonas Mueller, Alexander J. Smola, Ryan J. Tibshirani.
http://jmlr.org/papers/v24/22-0799.html
#quantile #quantiles #ensembles
#quantile #quantiles #Ensembles
Bounded Space Differentially Private Quantiles
Daniel Alabi, Omri Ben-Eliezer, Anamay Chaturvedi
Action editor: Gautam Kamath.
Bounded Space Differentially Private Quantiles