Simple averaging of direct and recursive forecasts via partial pooling using machine learning
Year of publication: |
2022
|
---|---|
Authors: | In, YeonJun ; Jung, Jae-Yoon |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 38.2022, 4, p. 1386-1399
|
Subject: | Direct and recursive multi-step forecasting | Forecast averaging | LightGBM | Machine learning | Multi-level data | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Lernprozess | Learning process | Theorie | Theory |
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