分享一篇很有趣的 文章。用梯度提升的方法来改进 ARIMA，AutoARIMA 先拿到起始参数，Boosting 过程和普通 GBM 一样都是用残差代替梯度计算。角度倒是听新颖的， 就是听着可能速度有点慢，而且不能确定序列角度来说 Boosting 是否真的有意义，作者在 Kaggle 去年的 M4 上做了些实验，看着还行，有点意思。轮子在这里：https://github.com/tblume1992/ThymeBoost
BY Data Science Archive
The global forecast for the Asian markets is murky following recent volatility, with crude oil prices providing support in what has been an otherwise tough month. The European markets were down and the U.S. bourses were mixed and flat and the Asian markets figure to split the difference.The TSE finished modestly lower on Friday following losses from the financial shares and property stocks.For the day, the index sank 15.09 points or 0.49 percent to finish at 3,061.35 after trading between 3,057.84 and 3,089.78. Volume was 1.39 billion shares worth 1.30 billion Singapore dollars. There were 285 decliners and 184 gainers.
Mr. Durov launched Telegram in late 2013 with his brother, Nikolai, just months before he was pushed out of VK, the Russian social-media platform he founded. Mr. Durov pitched his new app—funded with the proceeds from the VK sale—less as a business than as a way for people to send messages while avoiding government surveillance and censorship.
Data Science Archive from vn