Souhaib Ben Taieb, Rob J. Hyndman. Boosting multi-step autoregressive forecasts. In Proceedings of the 31th International Conference on Machine Learning, ICML 2014, Beijing, China, 21-26 June 2014. Volume 32 of JMLR Proceedings, pages 109-117, JMLR.org, 2014. [doi]
Abstract is missing.