92 citations · 185 across the 21 of their papers we have counts for
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econ.EM2023★ 1 cited
Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors
Zhaoxing Gao, Ruey S. Tsay
This paper proposes a novel dynamic forecasting method using a new supervised Principal Component Analysis (PCA) when a large number of predictors are available. The new supervised…
stat.ML2023
Scalable High-Dimensional Multivariate Linear Regression for Feature-Distributed Data
Shuo-Chieh Huang, Ruey S. Tsay
Feature-distributed data, referred to data partitioned by features and stored across multiple computing nodes, are increasingly common in applications with a large number of featur…