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~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Zeitreihenanalyse
dimension reduction
66
Dimension reduction
35
Theorie
26
Schätztheorie
20
Time series analysis
20
Theory
16
Estimation theory
15
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12
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10
Dimension Reduction
9
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principal components
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asymmetric norm
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demand
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expectile
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Fried, Roland
3
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3
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2
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2
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2
Mazzeu, João H. G.
2
Okhrin, Ostap
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
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1
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ECONIS (ZBW)
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The vector error correction index model : representation, estimation and identification
Cubadda, Gianluca
;
Mazzali, Marco
-
2023
Persistent link: https://www.econbiz.de/10014248988
Saved in:
2
Dimension
reduction
for high dimensional vector autoregressive models
Cubadda, Gianluca
;
Hecq, Alain W. J.
-
2022
Persistent link: https://www.econbiz.de/10013257768
Saved in:
3
ICS for multivariate functional anomaly detection with applications to predictive maintenance and quality control
Archimbaud, Aurore
;
Boulfani, Fériel
;
Gendre, Xavier
; …
-
2021
Persistent link: https://www.econbiz.de/10012434769
Saved in:
4
Bayesian state space models in macroeconometrics
Chan, Joshua
;
Strachan, Rodney W.
-
2020
Persistent link: https://www.econbiz.de/10012533935
Saved in:
5
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
6
On the robustness of the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hotta, Luiz K.
; …
-
2019
Persistent link: https://www.econbiz.de/10012179660
Saved in:
7
Dimension
reduction
for outlier detection using DOBIN
Kandanaarachchi, Sevvandi
;
Hyndman, Rob J.
-
2019
Persistent link: https://www.econbiz.de/10012598815
Saved in:
8
Streamlining time-varying VAR with a factor structure in the parameters
Beyeler, Simon
-
2019
I introduce a factor structure on the parameters of a Bayesian TVP-VAR to reduce the dimension of the model's state space. To further limit the scope of over-fitting the estimation of the factor loadings uses a new generation of shrinkage priors. A Monte Carlo study illustrates the ability of...
Persistent link: https://www.econbiz.de/10011990248
Saved in:
9
Forecasting exchange rates : an iterated combination constrained predictor approach
Alexandridis, Antonios K.
;
Panopulu, Aikaterinē
; …
-
2018
Persistent link: https://www.econbiz.de/10012164831
Saved in:
10
A unified framework for
dimension
reduction
in forecasting
Barbarino, Alessandro
;
Bura, Efstathia
-
2017
alternative, Sufficient
Dimension
Reduction
(SDR), that summarizes x as it relates to y, so that all the information in the …
Persistent link: https://www.econbiz.de/10011708094
Saved in:
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