@article{asupervisedscreeningandregularizedfactor, title = {A Supervised Screening and Regularized Factor-Based Method for Time Series Forecasting}, author = {Sihan Tu and Zhaoxing Gao}, year = {2025}, eprint = {2502.15275}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2502.15275v1}, }