GEVReg-MIDAS-SSVS for Mixed-Frequency Time Series Interval Forecasting
This study addresses the challenge of frequency mismatches between covariates and responses, known as mixed-frequency data, by using low-frequency variable information to predict high-frequency GEV-distributed variables with the GEVReg-MIDAS model. Furthermore, using an unlimited number of covariate...
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| Hlavní autoři: | , , , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
IEEE
2026-01-01
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| Edice: | IEEE Access |
| Témata: | |
| On-line přístup: | https://ieeexplore.ieee.org/document/11603339/ |
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