FORECASTINGSUMMARY
Artificial Intelligence
Hitting Time Forecasting: The Other Way for Time Series Probabilistic Forecasting Introducing Hitting Time Forecasting From Point-wise to Probabilistic Forecasting From Probabilistic to Hitting Time Forecasting Summary
How long does it take to achieve a particular value?. The interpretation stays straightforward, i.e. for every forecasted time point we will derive the probability of our goal series reaching a predefined level.On this...
Artificial Intelligence
Forecasting with Granger Causality: Checking for Time Series Spurious Correlations EXPERIMENT SETUP GRANGER FORECASTING SUMMARY
Hacking Granger Causality Test with ML ApproachesQuite the opposite, the forecasts of Y2 are significative different with and without the addition of Y1’s features. That signifies that Y1 has a positive impact in predicting...
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