PRISM.forecast - Penalized Regression with Inferred Seasonality Module - Forecasting Unemployment Initial Claims using 'Google Trends' Data
Implements Penalized Regression with Inferred Seasonality Module (PRISM) to generate forecast estimation of weekly unemployment initial claims using 'Google Trends' data. It includes required data and tools for backtesting the performance in 2007-2020.
Last updated 4 years ago
2.60 score 4 stars 2 scripts 214 downloads