Implementation of the block-descent-CoCoLasso, inspired from the article https://arxiv.org/pdf/1510.07123.pdf
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Feb 5, 2020 - R
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high-dimensionality
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Modelos de alta dimensionalidade para previsão do IPCA
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Feb 27, 2023 - R
This repository contains the R-Package for a novel time series forecasting method designed to handle very large sets of predictive signals, many of which may be irrelevant or have only short-lived predictive power.
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Nov 14, 2024 - R
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