[Gretl-devel] Re: Forecasting techniques
Am 31.10.20 um 10:20 schrieb Riccardo (Jack) Lucchetti:
Folks, I've just come across this:
https://www.dropbox.com/s/6k4yhuxnmnxu1e6/Forecasting%20theory%20and%20pr...
which contains a nice "bird's eye" introduction to everything that has
to do with economic forecasting.
It's a shame that gretl is never mentioned in the article, but OTOH is
good to see that we support, at least partly, most of the techniques
mentioned here. I'm sharing it with you because it is possible that we
may find some ideas on additions or enhancements to what we currently have.
Hi Jack,
I also found the paper a couple of days ago. As you say, it's an
absolute shame that gretl is not mentioned.
Good idea to go through the list and see what could be realized. My
first spontaneous reaction would be: make use of the C API of the
lightgbm library which was used by the Kaggle M5 winner this year ;-)
https://lightgbm.readthedocs.io/en/latest/C-API.html
Best,
Artur