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Roccazzella, Francesco; Gambetti, Paolo; Vrins, Frédéric - In: International journal of forecasting 38 (2022) 1, pp. 97-116

Persistent link: https://www.econbiz.de/10013347741

A reliable ensemble forecasting modeling approach for complex time series with distributionally robust optimization

Yuan, Jiaxin; Li, Jianping; Hao, Jun - In: Computers & operations research : an international journal 173 (2025), pp. 1-18

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Lasso-Type and Heuristic Strategies in Model Selection and Forecasting

Savin, Ivan - 2012

Several approaches for subset recovery and improved forecasting accuracy have been proposed and studied. One way is to apply a regularization strategy and solve the model selection task as a continuous optimization problem. One of the most popular approaches in this research field is given by...

Persistent link: https://www.econbiz.de/10013099334

Lasso-type and heuristic strategies in model selection and forecasting

Savin, Ivan; Winker, Peter - 2012

Persistent link: https://www.econbiz.de/10009630302

Recursive stacked leakynet-based compartmental model for analysis of COVID-19 transmission dynamics

Raychaudhuri, Soumya Jyoti; Narendra Babu, C. - In: Journal of information & knowledge management : JIKM 22 (2023) 5, pp. 1-23

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A Markov chain approximation to choice modeling

Blanchet, Jose; Gallego, Guillermo; Goyal, Vineet - In: Operations research 64 (2016) 4, pp. 886-905

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Solving linear rational expectations models with predictable structural changes

Cagliarini, Adam; Kulish, Mariano - In: The review of economics and statistics 95 (2013) 1, pp. 328-336

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Solving linear rational expectations models with predictable structural changes

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A stochastic optimization approach to shift scheduling with breaks adjustments

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On intermittent demand model optimisation and selection

Kourentzes, Nikolaos - In: International journal of production economics 156 (2014), pp. 180-190

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