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
Publication dans des actes
Titre:
  • A Dynamic Factor Machine Learning Method for Multi-variate and Multi-step-Ahead Forecasting
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