Variable selection in time series forecasting using random forests
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Publication:2633174
DOI10.3390/a10040114zbMath1461.62168OpenAlexW2760894977WikidataQ58461965 ScholiaQ58461965MaRDI QIDQ2633174
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
machine learningvariable selectiontime series forecastingARMArandom forestsARFIMAone-step ahead forecasting
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random graphs (graph-theoretic aspects) (05C80)
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Uses Software
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