Improving Forecast of Binary Rare Events Data: A GAM‐Based Approach

DOI10.1002/for.2335zbMath1397.62334OpenAlexW2123787068MaRDI QIDQ4687545

Silvia Angela Osmetti, Raffaella Calabrese

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

extreme value distributionregression modeladditive modellocal scoring algorithmunbalanced class sizes

Mathematics Subject Classification ID

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

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