Forecasting with trees
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DOI: 10.1016/j.ijforecast.2021.10.004
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References listed on IDEAS
- Smyl, Slawek, 2020. "A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting," International Journal of Forecasting, Elsevier, vol. 36(1), pages 75-85.
- Montero-Manso, Pablo & Hyndman, Rob J., 2021.
"Principles and algorithms for forecasting groups of time series: Locality and globality,"
International Journal of Forecasting, Elsevier, vol. 37(4), pages 1632-1653.
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Cited by:
- Davood Pirayesh Neghab & Mucahit Cevik & M. I. M. Wahab, 2023. "Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning," Papers 2303.16149, arXiv.org.
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Keywords
Random forests; Probabilistic forecasting; Gradient Boosted Trees; Global forecasting models; Deep Learning;All these keywords.
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