Search Results - subject:"Multivariate Time Series"

Real Time Forecasting of Covid-19 Intensive Care Units demand

Berta, Paolo; Lovaglio, Pietro Giorgio; Paruolo, Paolo; … - 2020

Response management to the SARS-CoV-2 outbreak requires to answer several forecasting tasks. For hospital managers, a major one is to anticipate the likely needs of beds in intensive care in a given catchment area one or two weeks ahead, starting as early as possible in the evolution of the...

Persistent link: https://www.econbiz.de/10012299205

Stock index pattern discovery viaToeplitz Inverse Covariance-Based Clustering

Ouyang, Hongbing; Wei, Xiaolu; Wu, Quifeng - In: Romanian journal of economic forecasting 23 (2020) 2, pp. 58-72

Persistent link: https://www.econbiz.de/10012422442

A class of time-varying vector moving average (∞) models

Yan, Yayi; Gao, Jiti; Peng, Bin - 2020

Persistent link: https://www.econbiz.de/10012610863

Assessing regional economic performance in the southern Thailand special economic zone using a Vine-COPAR model

Liu, Jianxu - In: Economies 7 (2019) 2, pp. 1-10

Special economic zones (SEZ) can play an integral role in enhancing both regional and national economic growth. To explore the relationship between regional growth and the presence of an SEZ in Songkhla province, Thailand, the CD Vine-Copula AutoRegressive (CD-Vine COPAR) models were constructed...

Persistent link: https://www.econbiz.de/10013199542

Weighted-covariance factor decomposition of VARMA models applied to forecasting quarterly U.S. real GDP at monthly intervals

Zadrozny, Peter A.; Chen, Baoline - 2019

Persistent link: https://www.econbiz.de/10012116268

Assessing regional economic performance in the southern Thailand special economic zone using a Vine-COPAR model

Arisara Romyen; Liu, Jianxu; Songsak Sriboonchitta; … - In: Economies : open access journal 7 (2019) 2/30, pp. 1-10

Persistent link: https://www.econbiz.de/10012021694

Modeling multivariate time series with copula-linked univariate D-vines

Zhao, Zifeng; Shi, Peng; Zhang, Zhengjun - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 2, pp. 690-704

Persistent link: https://www.econbiz.de/10013534062

Uncovering characteristic response paths of a population

Song, Yicheng; Sahoo, Nachiketa; Srinivasan, Shuba; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 3, pp. 1661-1680

Persistent link: https://www.econbiz.de/10013361798

Crude oil price forecasting incorporating news text

Bai, Yun; Li, Xixi; Yu, Hao; Jia, Suling - In: International journal of forecasting 38 (2022) 1, pp. 367-383

Persistent link: https://www.econbiz.de/10013347812

Vine copula Granger causality in mean

Jang, Hyuna; Kim, Jong-Min; Noh, Hohsuk - In: Economic modelling 109 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013348254