Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Year of publication: |
2013
|
---|---|
Authors: | Wang, Yongning ; Tsay, Ruey S. ; Ledolter, Johannes ; Shrestha, Keshab M. |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 8, p. 673-684
|
Subject: | Hilbert–Huang transform | LASSO regression | Markov chain Monte Carlo | model-based clustering | partial least squares | principal component regression | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Markov-Kette | Markov chain | Clusteranalyse | Cluster analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
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