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. - John Wiley & Sons, Ltd.. - Vol. 32.2013, 8, p. 673-684
|
| Publisher: |
John Wiley & Sons, Ltd. |