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HARd to beat: The overlooked impact of rolling windows in the era of machine learning , journal = · 2026 · DOI 10.1016/j.ijforecast.2025.06.003

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econ.EM 1

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2026 1

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Sparse Tree-Based Aggregation for Time Series Regressions

econ.EM · 2026-06-02 · unverdicted · novelty 7.0

StarTime uses a hierarchical temporal tree to enable sparse or aggregated coefficient selection in high-order autoregressions and mixed-frequency regressions, with new error bounds and simulation improvements over benchmarks.

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  • Sparse Tree-Based Aggregation for Time Series Regressions econ.EM · 2026-06-02 · unverdicted · none · ref 31

    StarTime uses a hierarchical temporal tree to enable sparse or aggregated coefficient selection in high-order autoregressions and mixed-frequency regressions, with new error bounds and simulation improvements over benchmarks.