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VAR

VAR stands for vector autoregression. It is a regression algorithm commonly used in multivariate time series forecasting problems. See the ARIMA algorithm for univariate time series forecasting.

In machine learning (ML), variance is a concept which is related to errors in the model's predictions, as a results of over-sensitivity and high correlation of the machine learning algorithm to the training data. Due to this over-sensitivity, the ML model becomes complex to explain (explainability) and it captures the complexity inside the training data ... Read more