Adaptive learning from model space

DOI10.1002/FOR.2549MaRDI QIDQ5379289zbMATH OpenOpenAlexWikidataFDO

Authors Jan Prüser

Publication date 28 May 2019

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/for.2549

zbMATH Keywords

fat dataforecastingmodel changevariable selection

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• Model switching and model averaging in time-varying parameter regression models
• Time-varying model averaging
• Forecasting inflation using dynamic model averaging
• Forecasting in dynamic factor models using Bayesian model averaging
• Forecasting with specification-switching VARs

Cited in

(6)

• LEARNING DECISION REGIONS BASED ON ADAPTIVE ELLIPSOIDS
• scientific article; zbMATH DE number 867220 (Why is no real title available?)
• Forecasting art prices with Bayesian models
• Model switching and model averaging in time-varying parameter regression models
• Dynamic partial (co)variance forecasting model
• Evaluating the reliance on past choices in adaptive learning models

This page was built for publication: Adaptive learning from model space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5379289)