Batch and incremental dynamic factor machine learning for multivariate and multi-step-ahead forecasting

Jacopo De Stefani, Yann-Aël Le Borgne, Olivier Caelen, Dalila Hattab, Gianluca Bontempi. Batch and incremental dynamic factor machine learning for multivariate and multi-step-ahead forecasting. I. J. Data Science and Analytics, 7(4):311-329, 2019. [doi]

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