Bagging binary and quantile predictors for time series

Journal of Econometrics

Volumn 135, Issue 1-2, 2006, Pages 465-497

  Lee, Tae Hwy ^a   Yang, Yang ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Asymmetric cost function; Bagging; Binary prediction; BMA; Forecast combination; Majority voting; Quantile prediction; Time series

Indexed keywords

BINARY SEQUENCES; CLASSIFICATION (OF INFORMATION); COSTS; FUNCTION EVALUATION; LEARNING SYSTEMS; MONTE CARLO METHODS; REGRESSION ANALYSIS; TREES (MATHEMATICS);

ASYMMETRIC COST FUNCTION; BAGGING; BAYESIAN MODEL AVERAGING (BMA); BINARY PREDICTION; FORECAST COMBINATION; MAJORITY VOTING; QUANTILE PREDICTION;

TIME SERIES ANALYSIS;

EID: 33747886639     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.07.017     Document Type: Article

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