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IPAD: Stable Interpretable Forecasting with Knockoffs Inference
Interpretability and stability are two important features that are desired in many contemporary big data applications arising in statistics, economics, and finance. While the former is enjoyed to some extent by many existing forecasting approaches, the latter in the sense of controlling the fraction...
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| Pubblicato in: | J Am Stat Assoc |
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| Autori principali: | , , , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
2019
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| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7954402/ https://ncbi.nlm.nih.gov/pubmed/33716359 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/01621459.2019.1654878 |
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