Random forests for time-dependent processes

DOI10.1051/PS/2020015MaRDI QIDQ5140344zbMATH OpenOpenAlexFDO

Authors Benjamin Goehry

Publication date 15 December 2020

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1051/ps/2020015

zbMATH Keywords

random forestsstatisticstime-dependent processes

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

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Cites work

• A distribution-free theory of nonparametric regression
• A random forest guided tour
• Analysis of a random forests model
• Bagging predictors
• Basic properties of strong mixing conditions. A survey and some open questions
• Consistency of random forests
• Convergence and Consistency of Regularized Boosting With Weakly Dependent Observations
• Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 3692406 (Why is no real title available?)
• Nonparametric time series prediction through adaptive model selection
• On the asymptotics of random forests
• Quantifying uncertainty in random forests via confidence intervals and hypothesis tests
• Random forests
• Rates of convergence for empirical processes of stationary mixing sequences
• Weak dependence. With examples and applications.

Cited in

(6)

• Random forest estimation of conditional distribution functions and conditional quantiles
• Modeling of time series using random forests: theoretical developments
• Consistency of random forests
• scientific article; zbMATH DE number 1537528 (Why is no real title available?)
• Random Forests for Spatially Dependent Data
• Random forests for time series

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