Add FLAIR statistical method results#120
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TakatoHonda wants to merge 1 commit intoSalesforceAIResearch:mainfrom
Open
Add FLAIR statistical method results#120TakatoHonda wants to merge 1 commit intoSalesforceAIResearch:mainfrom
TakatoHonda wants to merge 1 commit intoSalesforceAIResearch:mainfrom
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Thanks for the contribution! Before we can merge this, we need @TakatoHonda to sign the Salesforce Inc. Contributor License Agreement. |
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I have read the CLA Document and I hereby sign the CLA. @salesforce-cla |
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Summary
Add results for FLAIR (Factored Level And Interleaved Ridge), a statistical forecasting method.
Method
FLAIR separates what (level) from how (shape) via period-aligned matrix reshaping:
Level is forecast by Ridge regression with soft-average GCV (one SVD). Shape is estimated structurally from recent within-period proportions.
Results