FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2950800265> ?p ?o ?g. }

• W2950800265 abstract "We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant models. Based on formal Bayesian decision-theoretic reasoning, we develop a time-adaptive approach to exploring, weighting, combining and selecting models that differ in terms of predictive variables included. The adaptivity allows for changes in the sets of favored models over time, and is guided by the specific forecasting goals. A synthetic example illustrates how decision-guided variable selection differs from traditional Bayesian model uncertainty analysis and standard model averaging. An applied study in one motivating application of long-term macroeconomic forecasting highlights the utility of the new approach in terms of improving predictions as well as its ability to identify and interpret different sets of relevant models over time with respect to specific, defined forecasting goals." @default.
• W2950800265 created "2019-06-27" @default.
• W2950800265 creator A5017099008 @default.
• W2950800265 creator A5056078914 @default.
• W2950800265 creator A5079971973 @default.
• W2950800265 date "2019-06-15" @default.
• W2950800265 modified "2023-09-27" @default.
• W2950800265 title "Adaptive Variable Selection for Sequential Prediction in Multivariate Dynamic Models" @default.
• W2950800265 cites W1542208013 @default.
• W2950800265 cites W1548858761 @default.
• W2950800265 cites W1972631921 @default.
• W2950800265 cites W1976640471 @default.
• W2950800265 cites W1997942319 @default.
• W2950800265 cites W2006217430 @default.
• W2950800265 cites W2012328630 @default.
• W2950800265 cites W2013718670 @default.
• W2950800265 cites W2015226626 @default.
• W2950800265 cites W2032840578 @default.
• W2950800265 cites W2043889612 @default.
• W2950800265 cites W2057331441 @default.
• W2950800265 cites W2070280420 @default.
• W2950800265 cites W2086333522 @default.
• W2950800265 cites W2130797782 @default.
• W2950800265 cites W2142949568 @default.
• W2950800265 cites W2158777221 @default.
• W2950800265 cites W2163957199 @default.
• W2950800265 cites W2236160503 @default.
• W2950800265 cites W2312404966 @default.
• W2950800265 cites W2460920073 @default.
• W2950800265 cites W2468235036 @default.
• W2950800265 cites W2912682222 @default.
• W2950800265 cites W2922826800 @default.
• W2950800265 cites W2962788505 @default.
• W2950800265 cites W2963110785 @default.
• W2950800265 cites W2972891295 @default.
• W2950800265 cites W2991080322 @default.
• W2950800265 cites W2991265252 @default.
• W2950800265 cites W3099445242 @default.
• W2950800265 cites W3101022954 @default.
• W2950800265 cites W3121936535 @default.
• W2950800265 cites W3123665670 @default.
• W2950800265 cites W3124444187 @default.
• W2950800265 cites W3126133705 @default.
• W2950800265 cites W3129837527 @default.
• W2950800265 hasPublicationYear "2019" @default.
• W2950800265 type Work @default.
• W2950800265 sameAs 2950800265 @default.
• W2950800265 citedByCount "1" @default.
• W2950800265 countsByYear W29508002652020 @default.
• W2950800265 crossrefType "posted-content" @default.
• W2950800265 hasAuthorship W2950800265A5017099008 @default.
• W2950800265 hasAuthorship W2950800265A5056078914 @default.
• W2950800265 hasAuthorship W2950800265A5079971973 @default.
• W2950800265 hasConcept C107673813 @default.
• W2950800265 hasConcept C119857082 @default.
• W2950800265 hasConcept C126838900 @default.
• W2950800265 hasConcept C134306372 @default.
• W2950800265 hasConcept C148483581 @default.
• W2950800265 hasConcept C149782125 @default.
• W2950800265 hasConcept C154945302 @default.
• W2950800265 hasConcept C160234255 @default.
• W2950800265 hasConcept C161584116 @default.
• W2950800265 hasConcept C182365436 @default.
• W2950800265 hasConcept C183115368 @default.
• W2950800265 hasConcept C33923547 @default.
• W2950800265 hasConcept C41008148 @default.
• W2950800265 hasConcept C71924100 @default.
• W2950800265 hasConcept C81917197 @default.
• W2950800265 hasConcept C93959086 @default.
• W2950800265 hasConceptScore W2950800265C107673813 @default.
• W2950800265 hasConceptScore W2950800265C119857082 @default.
• W2950800265 hasConceptScore W2950800265C126838900 @default.
• W2950800265 hasConceptScore W2950800265C134306372 @default.
• W2950800265 hasConceptScore W2950800265C148483581 @default.
• W2950800265 hasConceptScore W2950800265C149782125 @default.
• W2950800265 hasConceptScore W2950800265C154945302 @default.
• W2950800265 hasConceptScore W2950800265C160234255 @default.
• W2950800265 hasConceptScore W2950800265C161584116 @default.
• W2950800265 hasConceptScore W2950800265C182365436 @default.
• W2950800265 hasConceptScore W2950800265C183115368 @default.
• W2950800265 hasConceptScore W2950800265C33923547 @default.
• W2950800265 hasConceptScore W2950800265C41008148 @default.
• W2950800265 hasConceptScore W2950800265C71924100 @default.
• W2950800265 hasConceptScore W2950800265C81917197 @default.
• W2950800265 hasConceptScore W2950800265C93959086 @default.
• W2950800265 hasLocation W29508002651 @default.
• W2950800265 hasOpenAccess W2950800265 @default.
• W2950800265 hasPrimaryLocation W29508002651 @default.
• W2950800265 hasRelatedWork W1956850622 @default.
• W2950800265 hasRelatedWork W1984113331 @default.
• W2950800265 hasRelatedWork W2007499126 @default.
• W2950800265 hasRelatedWork W2020887588 @default.
• W2950800265 hasRelatedWork W2064523277 @default.
• W2950800265 hasRelatedWork W2281959377 @default.
• W2950800265 hasRelatedWork W2463619882 @default.
• W2950800265 hasRelatedWork W2800442498 @default.
• W2950800265 hasRelatedWork W2951126330 @default.
• W2950800265 hasRelatedWork W2997236782 @default.
• W2950800265 hasRelatedWork W3091253257 @default.
• W2950800265 hasRelatedWork W3097490549 @default.

• next