A novel hybrid PSO-MIDAS model and its application to the U.S. GDP forecast.
In this study, the traditional lag structure selection method in the Mixed Data Sampling (MIDAS) regression model for forecasting GDP was replaced with a machine learning approach using the particle swarm optimization algorithm (PSO). The introduction of PSO aimed to automatically optimize the MIDAS...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2024-01-01
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| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0315604 |
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