Nowcasting with numerous candidate predictors

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 8724 LNAI, Issue PART 1, 2014, Pages 370-385

  Duncan, Brendan ^a   Elkan, Charles ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

economic data; feature selection; forecasting; Kalman filter; Nowcasting; supervised learning; time series analysis

Indexed keywords

EID: 84907013866     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-662-44848-9_24     Document Type: Conference Paper

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