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Data analysis / Statistical forecasting / Parametric statistics / Forecasting / Analysis of variance / Regression analysis / Volatility / Autoregressive conditional heteroskedasticity / Variance / Statistics / Time series analysis / Econometrics


Boosting multi-step autoregressive forecasts Souhaib Ben Taieb Machine Learning Group, Computer Science Department, Faculty of Sciences, Universit´e Libre de Bruxelles, Brussels, Belgium. Rob J Hyndman
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Document Date: 2014-02-16 19:30:21

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City

Beijing / Cleveland / Ext / Bruxelles / Brussels / New York / Oxford / /

Company

Cambridge University Press / Neural Networks / /

Country

Belgium / United States / Australia / United Kingdom / China / /

Facility

Monash University / /

IndustryTerm

inadequate estimation algorithm / estimation algorithm / information processing systems / finance / computational finance / financial applications / /

Organization

Cambridge University / Royal Statistical Society / American Statistical Association / Hyndman Department of Econometrics and Business Statistics / Faculty of Sciences / Monash University / Computer Science Department / /

Person

Fh / Rob J Hyndman / Ben Taieb / Catharina Olsen / /

Position

author / specific model for each horizon / input rt / rt / AdaBoost.RT / /

ProgrammingLanguage

E / R / T / /

ProvinceOrState

YT / estimated using YT / /

PublishedMedium

Journal of the Royal Statistical Society / Machine Learning / Journal of Applied Econometrics / Journal of the American Statistical Association / Economics Letters / /

Technology

neural network / inadequate estimation algorithm / training algorithm / ATM / Machine Learning / simulation / estimation algorithm / /

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