Random Forests for Time Series
Random forests are a powerful learning algorithm. However, when dealing with time series, the time-dependent structure is lost, assuming the observations are independent. We propose some variants of random forests for time series. The idea is to replace standard bootstrap with a dependent block boo...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2023-06-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/400 |