no code implementations • 14 May 2024 • Kejin Wu, Dimitris N. Politis
Beyond point estimation/prediction, we propose different approaches to build confidence and prediction intervals based on the subagged DNN estimator.
no code implementations • 25 Aug 2023 • Kejin Wu, Sayar Karmakar
In this work, we further explore the forecasting ability of a recently proposed normalizing and variance-stabilizing (NoVaS) transformation after wrapping exogenous variables.