bootstrapping

Lagged Predictors in Regression Models and Improving by Bootstrapping and Bagging

Huge lines at gas stations have been seen around Turkey in recent days. Under the reason for this is the rise in the prices so often, in the last few months and the expectation to continue this. Of course, it is known that the rise in the exchange rate (US dollar to Turkish lira) hasContinue reading “Lagged Predictors in Regression Models and Improving by Bootstrapping and Bagging”

Bootstrapping Time Series for Gold Rush

Bootstrap aggregating (bagging), is a very useful averaging method to improve accuracy and avoids overfitting, in modeling the time series. It also helps stability so that we don’t have to do Box-Cox transformation to the data. Modeling time series data is difficult because the data are autocorrelated. In this case, moving block bootstrap (MBB) shouldContinue reading “Bootstrapping Time Series for Gold Rush”