Feature-based Forecast-Model Performance Prediction
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More about this item
Keywords
tme series; meta-learning; mixture autoregressive models; surface regression; M4 competition;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-10-28 (Econometrics)
- NEP-ETS-2019-10-28 (Econometric Time Series)
- NEP-FOR-2019-10-28 (Forecasting)
- NEP-ORE-2019-10-28 (Operations Research)
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