Variable selection in time series forecasting using random forests
DOI10.3390/A10040114zbMATH Open1461.62168OpenAlexW2760894977WikidataQ58461965 ScholiaQ58461965MaRDI QIDQ2633174FDOQ2633174
Authors: Hristos Tyralis, Georgia Papacharalampous 
Publication date: 8 May 2019
Published in: Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/a10040114
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random forestsvariable selectionmachine learningtime series forecastingARMAARFIMAone-step ahead forecasting
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Random graphs (graph-theoretic aspects) (05C80)
Cites Work
- Consistency of random forests
- ggplot2. Elegant graphics for data analysis. With contributions by Carson Sievert
- Random forests
- To explain or to predict?
- Time series analysis. Univariate and multivariate methods.
- Forecasting with exponential smoothing. The state space approach
- Applied predictive modeling
- Forecasting and operational research: a review
- A random forest guided tour
- Statistical uncertainty estimation using random forests and its application to drought forecast
- An investigation of neural networks for linear time-series forecasting
- To tune or not to tune the number of trees in random forest
- Variable selection in time series forecasting using random forests
Cited In (7)
- Modeling of time series using random forests: theoretical developments
- Information model for pricing on electronic markets
- Time series forecasting using a two-level multi-objective genetic algorithm: a case study of maintenance cost data for tunnel fans
- Variable selection in time series forecasting using random forests
- Random forests for time series
- A data-driven random subfeature ensemble learning algorithm for weather forecasting
- Random Forest Variable Selection for Sparse Vector Autoregressive Models
Uses Software
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