@article{202406.1526,
	doi = {10.20944/preprints202406.1526.v1},
	url = {https://doi.org/10.20944/preprints202406.1526.v1},
	year = 2024,
	month = {June},
	publisher = {Preprints},
	author = {Shuo-Chieh Huang and Ruey S Tsay},
	title = {Time Series Forecasting with Many Predictors},
	journal = {Preprints}
}