DeepTVAR : deep learning for a time-varying VAR model with extension to integrated VAR
Xixi Li, Jingsong Yuan
| Year of publication: |
2024
|
|---|---|
| Authors: | Li, Xixi ; Yuan, Jingsong |
| Subject: | Causality condition | Deep learning | Dependence modeling | Energy price forecasting | Time-varying VAR | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Theorie | Theory | Risikomaß | Risk measure | Zeitreihenanalyse | Time series analysis | Energiepreis | Energy price | Lernprozess | Learning process |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2023.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014547261