Mixed-frequency machine learning : nowcasting and backcasting weekly initial claims with daily internet search volume data
Year of publication: |
2023
|
---|---|
Authors: | Borup, Daniel ; Rapach, David E. ; Montes Schütte, Erik Christian |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 3, p. 1122-1144
|
Subject: | Elastic net | Internet search | LASSO | Mixed-frequency data | Neural network | Unemployment insurance | Variable importance | Internet | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Arbeitslosenversicherung | Schätzung | Estimation | Arbeitsuche | Job search | Künstliche Intelligenz | Artificial intelligence | Suchtheorie | Search theory | Informationsverhalten | Information behaviour |
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