{"title":"A review of flow field forecasting: A high‐dimensional forecasting procedure","authors":"Kyle A. Caudle, Patrick S. Fleming, R. Hoover","doi":"10.1002/wics.1505","DOIUrl":null,"url":null,"abstract":"Forecasting, especially high‐dimensional forecasting, is becoming more and more sought after, particularly as computing resources increase in both size and speed. Flow field forecasting is a general purpose regression‐based forecasting method that has recently been expanded to high‐dimensional settings. In this article, we provide an overview of the flow field forecasting methodology, with a particular emphasis on environments where the number of candidate predictor variables is large, potentially larger than the number of observations.","PeriodicalId":47779,"journal":{"name":"Wiley Interdisciplinary Reviews-Computational Statistics","volume":" ","pages":""},"PeriodicalIF":4.4000,"publicationDate":"2020-02-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1002/wics.1505","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Wiley Interdisciplinary Reviews-Computational Statistics","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1002/wics.1505","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 1
Abstract
Forecasting, especially high‐dimensional forecasting, is becoming more and more sought after, particularly as computing resources increase in both size and speed. Flow field forecasting is a general purpose regression‐based forecasting method that has recently been expanded to high‐dimensional settings. In this article, we provide an overview of the flow field forecasting methodology, with a particular emphasis on environments where the number of candidate predictor variables is large, potentially larger than the number of observations.