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  • Search: subject:"Multivariate functional principal component analysis"
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Subject
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Forecasting model 2 Multivariate Analyse 2 Multivariate analysis 2 Multivariate functional principal component analysis 2 Prognoseverfahren 2 Theorie 2 Theory 2 Time series analysis 2 Zeitreihenanalyse 2 Aktienmarkt 1 Börsenkurs 1 Density approximation 1 EM-algorithm 1 Estimation 1 Financial analysis 1 Finanzanalyse 1 Forecast reconciliation 1 Hauptkomponentenanalyse 1 Japan 1 Japanese mortality database 1 Longitudinal data 1 Model-based clustering 1 Mortality 1 Multivariate functional data 1 Principal component analysis 1 Schätzung 1 Share price 1 Sterblichkeit 1 Stock market 1 Stock market prediction 1 Survival analysis 1 Technical analysis 1 bottom-up method 1 multivariate functional principal component analysis 1 optimal combination method 1
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Undetermined 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Haberman, Steven 1 Hu, Wenbin 1 Jacques, Julien 1 Preda, Cristian 1 Shang, Han Lin 1 Zhou, Junzi 1
Published in...
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ASTIN bulletin : the journal of the International Actuarial Association 1 Computational Statistics & Data Analysis 1 Computational economics 1
Source
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Building technical analysis strategies using multivariate longitudinal and time-to-event data in stock markets
Hu, Wenbin; Zhou, Junzi - In: Computational economics 66 (2025) 3, pp. 1911-1942
Persistent link: https://www.econbiz.de/10015591060
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Forecasting multiple functional time series in a group structure : an application to mortality
Shang, Han Lin; Haberman, Steven - In: ASTIN bulletin : the journal of the International … 50 (2020) 2, pp. 357-379
Persistent link: https://www.econbiz.de/10012243333
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Model-based clustering for multivariate functional data
Jacques, Julien; Preda, Cristian - In: Computational Statistics & Data Analysis 71 (2014) C, pp. 92-106
The first model-based clustering algorithm for multivariate functional data is proposed. After introducing multivariate functional principal components analysis (MFPCA), a parametric mixture model, based on the assumption of normality of the principal component scores, is defined and estimated...
Persistent link: https://www.econbiz.de/10010719669
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