Several approaches for subset recovery and improved forecasting accuracy have been proposed and studied. One way is to … popular approaches in this research field is given by Lasso-type methods. An alternative approach is based on information … criteria. In contrast to the Lasso, these methods also work well in the case of highly correlated predictors. However, this …

leading business cycle indicators in Russia and Germany. -- adaptive lasso ; elastic net ; forecasting ; genetic algorithms …Several approaches for subset recovery and improved forecasting accuracy have been proposed and studied. One way is to … popular approaches in this research field is given by Lasso-type methods. An alternative approach is based on information …

This study presents a first comparative analysis of Lasso-type (Lasso, adaptive Lasso, elastic net) and heuristic … subset selection methods. Although the Lasso has shown success in many situations, it has some limitations. In particular …, inconsistent results are obtained for pairwise highly correlated predictors. An alternative to the Lasso is constituted by model …

The rapid development of artificial intelligence methods contributes to their wide applications for forecasting various …

Business tendency survey indicators are widely recognized as a key instrument for business cycle forecasting. Their … leading indicator property is assessed with regard to forecasting industrial production in Russia and Germany. For this … forecasting performance of the leading indicators for both countries revealing marked differences between Russia and Germany. …

forecasting macroeconomic key variables such as GDP. However, the DFM has some weaknesses. For nowcasting, the dynamic factor … on euro-area data show that the now- and forecasting performance of our new model is superior to that of the subset …

This paper presents a method and computational technology for forecasting ambulance trips. We used statistical …

. These seven scripts contain the Dynamic Conditional Correlation (DCC) framework, Instantaneous Frequency Forecasting (IFF …