Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Yongning Wang, Ruey S. Tsay, Johannes Ledolter and Keshab M. Shrestha
| 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
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| Subject: | Hilbert–Huang transform | LASSO regression | Markov chain Monte Carlo | model-based clustering | partial least squares | principal component regression | Regressionsanalyse | Regression analysis | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Clusteranalyse | Cluster analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Kleinste-Quadrate-Methode | Least squares method |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010344465