Wird geladen...

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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:J Am Stat Assoc
Hauptverfasser: Fan, Yingying, Lv, Jinchi, Sharifvaghefi, Mahrad, Uematsu, Yoshimasa
Format: Artigo
Sprache:Inglês
Veröffentlicht: 2019
Schlagworte:
Online Zugang: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
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!