Forecasting Chinese GDP with Mixed Frequency Data Set: A Generalized Lasso Granger Method.

Zhe Gao Jianjun Yang Shaohua Tan

Published in: ICSI (2) (2013)

Keyphrases

data sets
input data
test data
benchmark data sets
synthetic data
high accuracy
detection method
clustering method
decision trees
exponential smoothing
pairwise
similarity measure
support vector machine svm
high dimensional data
cost function
significant improvement
linear regression