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Towards optimal problem dependent generalization error bounds in statistical learning theory

Xu, Yunbei; Zeevi, Assaf - In: Mathematics of operations research 50 (2025) 1, pp. 40-67

Persistent link: https://www.econbiz.de/10015211529

Evaluating the household-level climate-electricity nexus across three cities through statistical learning techniques

Pezalla, Simon; Obringer, Renee - In: Socio-economic planning sciences : the international … 89 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014434518

Machine learning advances for time series forecasting

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of economic surveys 37 (2023) 1, pp. 76-111

Persistent link: https://www.econbiz.de/10014287800

Machine learning advances for time series forecasting

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - 2020

In this paper we survey the most recent advances in supervised machine learning and highdimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention to penalized regressions and ensemble of models. The...

Persistent link: https://www.econbiz.de/10012817069