Variable Selection in Time Series Forecasting Using Random Forests
نویسندگان
چکیده
منابع مشابه
Variable Selection in Time Series Forecasting Using Random Forests
Time series forecasting using machine learning algorithms has gained popularity recently. Random forest is a machine learning algorithm implemented in time series forecasting; however, most of its forecasting properties have remained unexplored. Here we focus on assessing the performance of random forests in one-step forecasting using two large datasets of short time series with the aim to sugg...
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ژورنال
عنوان ژورنال: Algorithms
سال: 2017
ISSN: 1999-4893
DOI: 10.3390/a10040114