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SSRNEconometrics & Forecasting

A Comparison of Standard Statistical, Machine Learning and Deep Learning Methods in Forecasting the Time Series

The accuracy of Machine Learning and Deep Learning in forecasting macroeconomic indicators is compared to the traditional statistical method ARIMA.

Featured in No. 51 on 28 May 2024 · 4 days after release · 1 citation today

Released
24 May 2024
First featured
No. 51 · 28 May 2024
Citations (Semantic Scholar)
1
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4840148

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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