Concepedia

Nonlinear forecasting with many predictors using kernel ridge regression

Peter Exterkate, Patrick J. F. Groenen, Christiaan Heij, Dick van Dijk

International Journal of Forecasting · 2016 · 131 citations · 41 references

Open access

Concepts

ComputingData ScienceForecastingMachine LearningTime Series AnalysisForecasting MethodsKernel MethodsMultivariate ForecastingPredictive ModelingTime Series ForecastingKernel RegressionKernel Ridge RegressionNonlinear Forecasting ModelsNonlinear Time Series ForecastingRidge Regression

References

41

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Robert Tibshirani · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1996 · 51.8K citations

Business, Biostatistics, Computer Science +17

A tutorial on support vector regression

Alex Smola, Bernhard Schölkopf · Statistics and Computing · 2004 · 13K citations

Computing, Computer Science, Data Mining +11

A training algorithm for optimal margin classifiers

Bernhard E. Boser, Isabelle Guyon, Vladimir Vapnik · 1992 · 11.6K citations

Computing, Computer Science, Computer Vision +16

Nonlinear Component Analysis as a Kernel Eigenvalue Problem

Bernhard Schölkopf, Alexander J. Smola, Klaus‐Robert Müller · Neural Computation · 1998 · 8.1K citations

Computing, Computer Science, Computer Vision +14

Comparing Predictive Accuracy

Francis X. Diebold, Roberto S. Mariano · Journal of Business and Economic Statistics · 1995 · 4.8K citations

Public Health, Economics, Causal Inference +15