A New Machine Learning Forecasting Algorithm Based on Bivariate Copula Functions
A novel forecasting method based on copula functions is proposed. It consists of an iterative algorithm in which a dependent variable is decomposed as a sum of error terms, where each one of them is estimated identifying the input variable which best “copulate” with it. The method has been tested ov...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-05-01
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| Series: | Forecasting |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-9394/3/2/23 |