EconPapers    
Economics at your fingertips  
 

Special Topics

Tsung-wu Ho
Additional contact information
Tsung-wu Ho: National Taiwan Normal University

Chapter Chapter 4 in Time Series Forecasting using Machine Learning, 2025, pp 95-101 from Springer

Abstract: Abstract In this chapter, we offer two special topics for machine learning: discrete-valued dependent variable and vector autoregression (VAR). VAR is a widely used multivariate method for multistep forecasts, and a special type of discrete-valued dependent variable is binary classification model.

Date: 2025
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-97946-0_4

Ordering information: This item can be ordered from
http://www.springer.com/9783031979460

DOI: 10.1007/978-3-031-97946-0_4

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2026-05-12
Handle: RePEc:spr:sprchp:978-3-031-97946-0_4