High dimensional forecasting via interpretable vector autoregression (Q5148950)
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scientific article; zbMATH DE number 7306867
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|---|---|---|---|
| default for all languages | No label defined |
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| English | High dimensional forecasting via interpretable vector autoregression |
scientific article; zbMATH DE number 7306867 |
Statements
5 February 2021
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forecasting
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group Lasso
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multivariate time series
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variable selection
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vector autoregression
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0.7922693490982056
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0.7877355217933655
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0.7704698443412781
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0.7687690854072571
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0.7648695111274719
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