College of Informatics, Huazhong Agricultural University, China; College of Science, Huazhong Agricultural University, China; JD Explore Academy, JD.com Inc, China; Department of Computer Science, University of Illinois at Urbana-Champaign, USA
Yingjie Wang, Xianrui Zhong, Fengxiang He, Hong Chen, Dacheng Tao
Sparse additive models;variable selection;Huber;non-stationary;robust forecasting
Huber Additive Models for Non-stationary Time Series Analysis