Machine learning advances for time series forecasting
Year of publication: |
2020
|
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Authors: | Masini, Ricardo P. ; Medeiros, Marcelo C. ; Mendes, Eduardo F. |
Publisher: |
Rio de Janeiro : Pontifícia Universidade Católica do Rio de Janeiro (PUC-Rio), Departamento de Economia |
Subject: | Machine learning | statistical learning theory | penalized regressions | regularization | sieve approximation | nonlinear models | neural networks | deep learning | regression trees | random forests | boosting | bagging | forecasting |
Series: | Texto para discussão ; 679 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1743674538 [GVK] hdl:10419/249727 [Handle] RePEc:rio:texdis:679 [RePEc] |
Classification: | C22 - Time-Series Models |
Source: |
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