hdflex (Q5980445): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI software profile / rank | |||
Normal rank |
Revision as of 14:12, 7 March 2024
High-Dimensional Aggregate Density Forecasts
Language | Label | Description | Also known as |
---|---|---|---|
English | hdflex |
High-Dimensional Aggregate Density Forecasts |
Statements
Provides a forecasting method that maps vast numbers of (scalar-valued) signals of any type into an aggregate density forecast in a time-varying and computationally fast manner. The method proceeds in two steps: First, it transforms a predictive signal into a density forecast. Second, it combines the generated candidate density forecasts into an ultimate density forecast. The methods are explained in detail in Adaemmer et al. (2023) <doi:10.2139/ssrn.4342487>.
0 references
31 October 2023
0 references
expanded from: GPL (≥ 2) (English)
0 references