Bias-Variance Trade-Off and Shrinkage of Weights in Forecast Combination.

Sebastian M. Blanc Thomas Setzer

Published in: Manag. Sci. (2020)

Keyphrases

bias variance
trade off
bias variance decomposition
neural network
linear combination
short term
low variance
image denoising
bias variance analysis
data sets
machine learning
search engine
training data
long term
denoising
k nearest neighbor