Forecasting in big data environments : an adaptable and automated shrinkage estimation of neural networks (AAShNet)
Year of publication: |
2021
|
---|---|
Authors: | Habibnia, Ali ; Maasoumi, Esfandiar |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 19.2021, supplement 1, p. 363-381
|
Subject: | Gradient-based hyperparameter optimization | High-dimensional nonlinear time Series | Neural networks | Nonlinear shrinkage estimation | Neuronale Netze | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Big Data | Big data | Künstliche Intelligenz | Artificial intelligence |
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