Forecasting simultaneously high-dimensional time series: A robust model-based clustering approach

Forecasting simultaneously high-dimensional time series: A robust model-based clustering approach

10.1002/for.2264

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Bibliographic Details
Main Authors: Wang, Y., Tsay, R.S., Ledolter, J., Shrestha, K.M.
Other Authors: RISK MANAGEMENT INSTITUTE
Format: Article
Published: 2016
Subjects:
Hilbert-Huang transform
LASSO regression
Markov chain Monte Carlo
model-based clustering
partial least squares
principal component regression
Online Access:http://scholarbank.nus.edu.sg/handle/10635/128735
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Institution: National University of Singapore

Internet

http://scholarbank.nus.edu.sg/handle/10635/128735

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