AQR-IREA (Institute of Applied Economics Research), University of Barcelona, Diagonal, 690, 08034, Barcelona, Spain

Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regressi...

Published in SERIEs

This study presents an extension of the Gaussian process regression model for multiple-input multiple-output forecasting. This approach allows modelling the cross-dependencies between a given set of input variables and generating a vectorial prediction. Making use of the existing correlations in international tourism demand to all seventeen regions...