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, including smooth transition regression models, logistic smooth transition regressions models, threshold autoregressive models … relationships with the US dollar are captured best by neural net regression models, over the ten year sample of daily exchange rate …
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regression trees, bagging, random forest, boosting machines and neural networks. Finally, we provide methodologies for analysing …
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relationships between their observations. For this purpose, we use a specific type of regression model on an augmented dataset of … lagged time series. Our model is inspired by dynamic regression models (Pankratz 2012), with the response variable’s lags … been successfully applied in the past, to solving regression and classification problems. The novelty of our approach is to …
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forest and logistic regression models were the most cited, and thus the models were chosen for this work. Quantitative …
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Moroccan economic context over two years. To achieve these objectives, logistic regression and neural networks are used based … regression models obtained by stepwise selection outperform the other models with an overall accuracy of 93.33% two years before …
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In this paper we survey the most recent advances in supervised machine learning and highdimensional models for time series forecasting. We consider both linear and nonlinear alternatives. Among the linear methods we pay special attention to penalized regressions and ensemble of models. The...
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