Proofs and additional experiments on Second order techniques for learning time-series with structural breaks
This work provides theoretical and empirical support for an existing method for learning time-series with structural breaks, making it an incremental contribution to the field.
This paper provides complete proofs for the lemmas regarding the regularized loss function used in second-order techniques for time-series with structural breaks, originally proposed by Osogami (2021). It also presents experimental results that validate these techniques.
We provide complete proofs of the lemmas about the properties of the regularized loss function that is used in the second order techniques for learning time-series with structural breaks in Osogami (2021). In addition, we show experimental results that support the validity of the techniques.