Proofs and additional experiments on Second order techniques for learning time-series with structural breaks

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Dec 15, 2020
Takayuki Osogami
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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.

* 10 pages, 8 figures  
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