In high-dimensional data analysis, we propose a sequential model averaging (SMA) method to make accurate and stable predictions. Specifically, we introduce a hybrid approach that combines a sequential ...

When dealing with data, you may have to know the fact table vs dimension table differences. A fact table holds the data that needs to be analyzed, and a dimension table stores data dealing with how ...

Data with high-dimensional covariates are now commonly encountered. Compared to other types of responses, research on high-dimensional data with censored survival responses is still relatively limited ...

This paper shows that the Expectation-Maximization (EM) algorithm for regime-switching dynamic factor models provides satisfactory performance relative to other estimation methods and delivers a good ...

Forecasting electricity demand in buildings is now more accurate with Group Encoding (GE), a new method that uses only existing device operation data. Developed by researchers at the Institute of ...