Timeline for Random Forests / adaboost in panel regression setting
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 19, 2019 at 7:04 | review | Close votes | |||
| Jun 25, 2019 at 3:05 | |||||
| Jun 19, 2019 at 6:49 | comment | added | mkt | Possible duplicate of How can I include random effects into a randomForest | |
| Nov 2, 2014 at 14:23 | comment | added | Randel | For random forest/regression trees, there are version for panel/longitudinal data, see the discussions here. BTW, @user603, the link is dead now. | |
| Jul 25, 2011 at 21:34 | history | tweeted | twitter.com/#!/StackStats/status/95607793880539136 | ||
| Jul 25, 2011 at 20:35 | comment | added | user603 | actually, i haven't seen boosting used much in time series analysis...Except in those cases where one suspects a sharp discontinuity/anomaly, I would think that an approach based on filters (i.e. Kalmann) would be a more efficient (statistically, computationally) way to use past residuals in a TSA setting...but since this is a bit off my area of expertise, take this as a comment (not an actual answer). | |
| Jul 25, 2011 at 17:36 | comment | added | Ram Ahluwalia | This was very interesting -- particularly the change point detection and other methods for anomaly detection. It seems entirely focused on anomaly detection as opposed to panel regression using stochastic gradient boosting methods however. If you have any research along those lines I'd appreciate it! Thanks! | |
| Jul 25, 2011 at 17:30 | comment | added | user603 | So much litterature on this: you might wanna start here: cs.berkeley.edu/~pliang/cs294-spring08/lectures/time/slides.pdf | |
| Jul 25, 2011 at 16:35 | history | asked | Ram Ahluwalia | CC BY-SA 3.0 |