Improving forecast of binary rare events data: a GAM-based approach

DOI10.1002/FOR.2335MaRDI QIDQ4687545zbMATH OpenOpenAlexFDO

Authors Raffaella Calabrese, Silvia Angela Osmetti

Publication date 12 October 2018

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

Full work available at URL https://doi.org/10.1002/for.2335

zbMATH Keywords

additive modelextreme value distributionlocal scoring algorithmregression modelunbalanced class sizes

Mathematics Subject Classification ID

General nonlinear regression (62J02) Inference from stochastic processes and prediction (62M20) Applications of statistics to economics (62P20)

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