Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression
Year of publication: |
2011
|
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Authors: | Exterkate, Peter ; Groenen, Patrick J.F. ; Heij, Christiaan ; van Dijk, Dick |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Regression | Nichtlineares Verfahren | Prognoseverfahren | Monte-Carlo-Methode | High dimensionality | nonlinear forecasting | ridge regression | kernel methods |
Series: | Tinbergen Institute Discussion Paper ; 11-007/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 840010168 [GVK] hdl:10419/86912 [Handle] RePEc:dgr:uvatin:20110007 [RePEc] |
Classification: | C53 - Forecasting and Other Model Applications ; C63 - Computational Techniques ; E27 - Forecasting and Simulation |
Source: |
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Nonlinear forecasting with many predictors using Kernel ridge regression
Exterkate, Peter, (2011)
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