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Boosting multi-step autoregressive forecasts
Taieb, Souhaib Ben; Hyndman, Rob J - Department of Econometrics and Business Statistics, … - 2014
direct strategy using a boosting autoregression procedure at each horizon. First, we investigate the performance of the …
Persistent link: https://www.econbiz.de/10010958944
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Low-dimensional decomposition, smoothing and forecasting of sparse functional data
Dokumentov, Alexander; Hyndman, Rob J - Department of Econometrics and Business Statistics, … - 2014
decomposing, smoothing and forecasting two-dimensional sparse data. In some ways, ROPES is similar to Ridge Regression, the LASSO …
Persistent link: https://www.econbiz.de/10010958945