报 告 人：邹国华 研究员
报告题目：Adaptively combined forecasting for discrete response time series
报告时间：
报告地点：静远楼1506学术报告厅
报告摘要：
Adaptive combining is generally a desirable approach for forecasting, which, however, has rarely been explored for discrete response time series. In this paper, we propose an adaptively combined forecasting method for such discrete response data. We demonstrate in theory that the proposed forecast is of the desired adaptation with respect to the widely used squared risk and other significant risk functions under mild conditions. Furthermore, we study the issue of adaptation for the proposed forecasting method in the presence of model screening that is often useful in applications. --- Joint work with X. Zhang and Z. Lu.
邹国华研究员简介：
中国科学院数学与系统科学研究院研究员、博士生导师。国家杰出青年基金获得者、“新世纪百千万人才工程”国家级人选、中国科学院“百人计划”入选者、享受国务院政府特殊津贴专家。长期从事统计学的理论研究与实际应用工作，研究领域包括模型选择与模型平均、抽样调查、计量经济学、统计遗传学以及统计与管理决策理论等。在《中国科学》，Biometrika, Genetics, Journal of Econometrics 和Journal of the American Statistical Association等国内外顶尖期刊上发表论文90余篇。