Nonlinear forecasting with many predictors using kernel ridge regression
نویسندگان
چکیده
منابع مشابه
Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression
This paper puts forward kernel ridge regression as an approach for forecasting with many predictors that are related nonlinearly to the target variable. In kernel ridge regression, the observed predictor variables are mapped nonlinearly into a high-dimensional space, where estimation of the predictive regression model is based on a shrinkage estimator to avoid overfitting. We extend the kernel ...
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ژورنال
عنوان ژورنال: International Journal of Forecasting
سال: 2016
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2015.11.017