Boosting techniques for nonlinear time series models
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Cites work
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 51202 (Why is no real title available?)
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series
- A dynamic model of expected bond returns: A functional gradient descent approach
- Boosting GARCH and neural networks for the prediction of heteroskedastic time series
- Boosting With theL2Loss
- Boosting additive models using component-wise P-splines
- Boosting algorithms: regularization, prediction and model fitting
- Boosting for high-dimensional linear models
- Boosting nonlinear additive autoregressive time series
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Generalized additive models. An introduction with R.
- Greedy function approximation: A gradient boosting machine.
- Identification of Non-Linear Additive Autoregressive Models
- Identifying Risk Factors for Severe Childhood Malnutrition by Boosting Additive Quantile Regression
- Multivariate adaptive regression splines
- New introduction to multiple time series analysis.
- Nonlinear Modeling of Time Series Using Multivariate Adaptive Regression Splines (MARS)
- Nonparametric lag selection for time series models
- Robustified \(L_2\) boosting
- Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
- Splines for financial volatility
- The elements of statistical learning. Data mining, inference, and prediction
- Variable Selection and Model Choice in Geoadditive Regression Models
- What drives short rate dynamics? A functional gradient descent approach
- (SOFTWARE) mgcv
Cited in
(6)- scientific article; zbMATH DE number 5957419 (Why is no real title available?)
- Boosting nonlinear additive autoregressive time series
- Advances in boosting of temporal and spatial models
- Echo state queueing networks: a combination of reservoir computing and random neural networks
- Boosting algorithms: with an application to bootstrapping multivariate time series
- Uncertainty and forecasts of U.S. recessions
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