{"title":"时间在基于树的预测中的独立影响","authors":"T. Leitch","doi":"10.2139/ssrn.3345995","DOIUrl":null,"url":null,"abstract":"This paper analyzes the impact of including and excluding time when there is a regime change in the explanatory power of a two independent Bernoulli factors driving an observable process Y in order to provide a counterexample illustrating the importance of time as an independent in a tree based forecast.","PeriodicalId":406666,"journal":{"name":"Applied Computing eJournal","volume":"36 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-03-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Impact of Time as an Independent in Tree Based Forecasting\",\"authors\":\"T. Leitch\",\"doi\":\"10.2139/ssrn.3345995\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This paper analyzes the impact of including and excluding time when there is a regime change in the explanatory power of a two independent Bernoulli factors driving an observable process Y in order to provide a counterexample illustrating the importance of time as an independent in a tree based forecast.\",\"PeriodicalId\":406666,\"journal\":{\"name\":\"Applied Computing eJournal\",\"volume\":\"36 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-03-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied Computing eJournal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.3345995\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Computing eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.3345995","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Impact of Time as an Independent in Tree Based Forecasting
This paper analyzes the impact of including and excluding time when there is a regime change in the explanatory power of a two independent Bernoulli factors driving an observable process Y in order to provide a counterexample illustrating the importance of time as an independent in a tree based forecast.
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