Concepedia

High-dimensional Forecasting

High-Dimensional Forecasting is a forecasting methodology characterized by the prediction of multivariate time series in which the number of variables approaches or exceeds the number of observational time points, necessitating specialized statistical or computational techniques to address issues of dimensionality, collinearity, and overfitting.

99

Publications

5.9K

Citations

306

Authors

184

Institutions

Publications per year

2017–2026

65

Parents

Publications

99

Temporal pattern attention for multivariate time series forecasting

Shun-Yao Shih, Fan-Keng Sun, Hung-yi Lee · Machine Learning · 2019 · 931 citations · Full text

, , +11

The three-pass regression filter: A new approach to forecasting using many predictors

Bryan Kelly, Seth Pruitt · Journal of Econometrics · 2015 · 376 citations

, , +10

Scaled PCA: A New Approach to Dimension Reduction

Dashan Huang, Fuwei Jiang, Kunpeng Li et al. · Management Science · 2021 · 243 citations

, , +11

Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks

Florian Ziel, Rafał Weron · Energy Economics · 2018 · 237 citations · Full text

, , +16

Think Globally, Act Locally: A Deep Neural Network Approach to\n High-Dimensional Time Series Forecasting

Rajat Sen, Hsiang‐Fu Yu, Inderjit S. Dhillon · arXiv (Cornell University) · 2019 · 181 citations · Full text

, , +17

1–5 of 99

Authors

306

  1. KA
    Kazuyuki Aihara

    The University of Tokyo, Japan

    3 publications · 174 citations

    3

    h-index

  2. HM
    Huanfei Ma

    Soochow University, China

    3 publications · 174 citations

    3

    h-index

  3. LC
    Luonan Chen

    Chinese Academy of Sciences, China

    3 publications · 174 citations

    3

    h-index

  4. AB
    Ali Ben Abbes

    Manouba University, Tunisia

    2 publications · 56 citations

    2

    h-index

  5. MB
    Michael Bohlke‐Schneider

    Technische Universität Berlin, Germany

    2 publications · 105 citations

    2

    h-index

1–5 of 306

Institutions

184

  1. The University of Tokyo

    Tokyo, Japan

    4 h-index

    6 publications

    325 citations

  2. Sun Yat-sen University

    Guangzhou, China

    3 h-index

    7 publications

    281 citations

  3. Chinese Academy of Sciences

    Beijing, China

    3 h-index

    4 publications

    216 citations

  4. Pontifícia Universidade Católica do Rio de Janeiro

    Rio de Janeiro, Brazil

    3 h-index

    11 publications

    439 citations

  5. Soochow University

    Suzhou, China

    3 h-index

    3 publications

    174 citations

  6. Huazhong University of Science and Technology

    Wuhan, China

    3 h-index

    13 publications

    184 citations

  7. China University of Geosciences (Beijing)

    Beijing, China

    2 h-index

    4 publications

    148 citations

  8. University of Salerno

    Fisciano, Italy

    2 h-index

    3 publications

    71 citations

1–8 of 184

Venues

  1. International Journal of Forecasting

    7 publications · 523 citations

    7

    h-index

  2. Expert Systems with Applications

    7 publications · 589 citations

    7

    h-index

  3. arXiv (Cornell University)

    Repository · 5 publications · 400 citations

    5

    h-index

  4. Neurocomputing

    3 publications · 188 citations

    3

    h-index

  5. Journal of Econometrics

    3 publications · 424 citations

    3

    h-index

1–5