Abstract: Nonlinear vector autoregression (NVAR), as an effective alternative to traditional reservoir computing (RC), has garnered significant attention in the field of time series prediction in ...

├── src/ # Source code │ ├── data_utils.py # Data generation and loading utilities │ ├── models.py # Time series forecasting models │ ├── visualization.py # Visualization utilities │ ├── main.py # ...

A simulation study is designed to evaluate the sensitivity of inference in a Vector Autoregression in which the variables of interest (GNP, the money stock, the price level, and a short-term interest ...

This paper investigates spillovers between electricity supply shocks and US growth, using monthly data from forty-eight US states from January 2001 to September 2016, and employs a novel strategy for ...