Reservoir computing for macroeconomic forecasting with mixed-frequency data
Giovanni Ballarin, Petros Dellaportas, Lyudmila Grigoryeva, Marcel Hirt, Sophie van Huellen, Juan-Pablo Ortega
| Year of publication: |
2024
|
|---|---|
| Authors: | Ballarin, Giovanni ; Dellaportas, Petros ; Grigoryeva, Lyudmila ; Hirt, Marcel ; Van Huellen, Sophie ; Ortega, Juan-Pablo |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 40.2024, 3, p. 1206-1237
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| Subject: | DFM | Echo state networks | Forecasting | GDP | MIDAS | Mixed-frequency data | Multi-Frequency Echo State Network | Reservoir computing | Time series | U.S. output growth | Bruttoinlandsprodukt | Gross domestic product | Prognoseverfahren | Forecasting model | USA | United States | Zeitreihenanalyse | Time series analysis | Wirtschaftsprognose | Economic forecast | Schätzung | Estimation | Nationaleinkommen | National income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2023.10.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014547272