Lag-𝓁 forecasting and machine-learning algorithms

In this study, we discuss the problem of lag-𝓁 forecasting, which has been solved using a machine-learning algorithm. The main aim of this study is to define the lag-𝓁 forecaster based on a precise classification approach and to discuss the technical issues involved in the lag-𝓁 forecasting problem, including a comparison of various machine-learning algorithms for proper implementation of the technique. This study focuses on an application that uses the lag-𝓁 forecaster in an early-warning system.