Name of Quantlet: AdaptiveWIN-SHAP

Published in: Published in: Watt did you expect?

Description: This Quantlet contains the data and code for the Library as presented in the paper "Watt did you expect?"

Keywords: time series, AR, SHAP, library

Author: Raul Cristian Bag, Stefan Lessmann, Daniel Traian Pele, Wolfgang Karl Härdle