A Dynamic Factor Machine Learning Method for Multi-variate and Multi-step-Ahead Forecasting

Gianluca Bontempi, Yann-Aël Le Borgne, Jacopo De Stefani. A Dynamic Factor Machine Learning Method for Multi-variate and Multi-step-Ahead Forecasting. In 2017 IEEE International Conference on Data Science and Advanced Analytics, DSAA 2017, Tokyo, Japan, October 19-21, 2017. pages 222-231, IEEE, 2017. [doi]

Abstract

Abstract is missing.