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Composite forecasting using ridge regression

✍ Scribed by Guerard, John B.


Book ID
127107607
Publisher
Taylor and Francis Group
Year
1987
Tongue
English
Weight
544 KB
Volume
16
Category
Article
ISSN
0361-0926

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## Abstract The method of ordinary least squares (OLS) and generalizations of it have been the mainstay of most forecasting methodologies for many years. It is well‐known, however, that outliers or unusual values can have a large influence on least‐squares estimators. Users of automatic forecasting