1 code implementation • 2 Feb 2023 • Xin Chen, Yicheng Zeng, Siyue Yang, Qiang Sun
We identify the optimal sketching size that minimizes out-of-sample prediction risks and demonstrate that the optimally sketched estimator exhibits stabler risk curves, eliminating the peaks of those for the full-sample estimator.
no code implementations • 27 Oct 2021 • Siyue Yang, Yukun Bao
A comprehensive examination and comparison of the performance and potential of three commonly used multi-step-ahead prediction modeling strategies, including iterated strategy, direct strategy and multiple-input multiple-output (MIMO) strategy, was conducted using the weekly ILI rate series from both the Southern and Northern China.