Forecasting with Machine Learning Techniques

摘要

The authors proposed a new forecasting method based on copula function in the paper A New Machine Learning Forecasting Algorithm Based on Bivariate Copula Functions Publisher’s Note: MDPI stays neutral by Carrillo et al. [8]. In this work, the authors linked copulas with the machine learning with regard to jurisdictional claims in approaches. The approach consists of an iterative algorithm in which a dependent variable published maps and institutional af?l- is decomposed as a sum of error terms. Each of them is estimated, identifying the input iations.