A Flexible Tool for Model Building : the Relevant Transformation of the Inputs Network Approach ( RETINA ) *

@inproceedings{PerezAmaral2003AFT,
  title={A Flexible Tool for Model Building : the Relevant Transformation of the Inputs Network Approach ( RETINA ) *},
  author={Teodosio Perez-Amaral and Giampiero M. Gallo and Halbert White},
  year={2003}
}
A new method, called Relevant Transformation of the Inputs Network Approach is proposed as a tool for model building. It is designed around flexibility (with nonlinear transformations of the predictors of interest), selective search within the range of possible models, out-of-sample forecasting ability and computational simplicity. In tests on simulated… CONTINUE READING