hdflex: hdflex: High-Dimensional Density Forecasts
In hdflex: High-Dimensional Aggregate Density Forecasts
hdflex R Documentation
hdflex: High-Dimensional Density Forecasts
Description
hdflex contains the forecasting algorithm STSC
developed by Adämmer, Lehmann and Schüssler (2023) doi:10.2139/ssrn.4342487.
STSC is a novel time series forecasting method designed to handle very large
sets of predictive signals, many of which are irrelevant or have only
short-lived predictive power.
Please cite the paper when using the package.
Author(s)
Philipp Adämmer, Sven Lehmann, Rainer Schüssler
hdflex documentation built on June 8, 2025, 1:03 p.m.
R Package Documentation
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| hdflex | R Documentation |
hdflex: High-Dimensional Density Forecasts
Description
hdflex contains the forecasting algorithm STSC developed by Adämmer, Lehmann and Schüssler (2023) doi:10.2139/ssrn.4342487. STSC is a novel time series forecasting method designed to handle very large sets of predictive signals, many of which are irrelevant or have only short-lived predictive power. Please cite the paper when using the package.
Author(s)
Philipp Adämmer, Sven Lehmann, Rainer Schüssler
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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