SETAR-Tree: A Novel and Accurate Tree Algorithm for Global Time Series Forecasting (Q74449): Difference between revisions
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Created claim: summary (P1638): This article explores various advanced forecasting techniques including Threshold Autoregressive Models (TAR), Generalized Fractional Models (GFMs), and Tree-Based Forecasting Methods. These methodologies are increasingly popular due to their capability to handle nonlinear relationships, capturing regime switching dynamics, and generalize traditional linear models. Applications of these approaches span across finance, economics, environmental... |
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| Property / summary | |||
This article explores various advanced forecasting techniques including Threshold Autoregressive Models (TAR), Generalized Fractional Models (GFMs), and Tree-Based Forecasting Methods. These methodologies are increasingly popular due to their capability to handle nonlinear relationships, capturing regime switching dynamics, and generalize traditional linear models. Applications of these approaches span across finance, economics, environmental sciences, and beyond. The study introduces SETAR-Tree and SETAR-Forest algorithms, combining TAR strengths with tree-based methods for improved forecasting performance in multiple sectors. (English) | |||
| Property / summary: This article explores various advanced forecasting techniques including Threshold Autoregressive Models (TAR), Generalized Fractional Models (GFMs), and Tree-Based Forecasting Methods. These methodologies are increasingly popular due to their capability to handle nonlinear relationships, capturing regime switching dynamics, and generalize traditional linear models. Applications of these approaches span across finance, economics, environmental sciences, and beyond. The study introduces SETAR-Tree and SETAR-Forest algorithms, combining TAR strengths with tree-based methods for improved forecasting performance in multiple sectors. (English) / rank | |||
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Revision as of 22:47, 24 November 2024
scientific article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SETAR-Tree: A Novel and Accurate Tree Algorithm for Global Time Series Forecasting |
scientific article from arXiv |
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16 November 2022
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cs.LG
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math.ST
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stat.ML
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stat.TH
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This article explores various advanced forecasting techniques including Threshold Autoregressive Models (TAR), Generalized Fractional Models (GFMs), and Tree-Based Forecasting Methods. These methodologies are increasingly popular due to their capability to handle nonlinear relationships, capturing regime switching dynamics, and generalize traditional linear models. Applications of these approaches span across finance, economics, environmental sciences, and beyond. The study introduces SETAR-Tree and SETAR-Forest algorithms, combining TAR strengths with tree-based methods for improved forecasting performance in multiple sectors. (English)
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