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Boosted Varying-Coefficient Regression Models for Product Demand Prediction
Boosting gradient descent tree-based regression varying-coefficient model
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2015/8/21
Estimating the aggregated market demand for a product in a dynamic market is critical to manufacturers and retailers. Motivated by the need for a statistical demand prediction model for laptop pricing...
ALTERNATIVE ALGORITHMS FOR THE ESTIMATION OF DYNAMIC FACTOR, MIMIC AND VARYING COEFFICIENT REGRESSION MODELS
Alternative AlgorithmsEstimation of Dynamic MIMICFactorTime Varying Coefficient Regression Models
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2014/3/18
This paper provides a general approach to the formulation and estimation of dynamic unobserved component models. After introducing the general model, two methods for estimating ...