par Bontempi, Gianluca
;Le Borgne, Yann-Aël
;De Stefani, Jacopo 
Référence 2017 IEEE International Conference on Data Science and Advanced Analytics (DSAA), page (222-231)
Publication Publié, 2017-10



Référence 2017 IEEE International Conference on Data Science and Advanced Analytics (DSAA), page (222-231)
Publication Publié, 2017-10
Publication dans des actes
Titre: |
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Auteur: | Bontempi, Gianluca; Le Borgne, Yann-Aël; De Stefani, Jacopo |
Informations sur la publication: | 2017 IEEE International Conference on Data Science and Advanced Analytics (DSAA), page (222-231) |
Statut de publication: | Publié, 2017-10 |
Sujet CREF: | Informatique générale |
Mots-clés: | econometrics |
economic forecasting | |
economics | |
learning (artificial intelligence) | |
time series | |
time series | |
big data revolution | |
IoT technology | |
nonlinearity | |
long forecasting horizon | |
machine learning version | |
Dynamic Factor Model | |
DFML strategy | |
nonlinear forecaster | |
multistep-ahead strategy | |
synthetic forecasting tasks | |
real forecasting tasks | |
Dynamic Factor machine learning method | |
multivariate forecasting methods | |
forecasting methodology | |
Langue: | Anglais |
Identificateurs: | info:doi/10.1109/DSAA.2017.1 |