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

10.1002/for.2264

Saved in:

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
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

id	sg-nus-scholar.10635-128735
record_format	dspace
spelling	sg-nus-scholar.10635-1287352023-10-30T20:10:30Z Forecasting simultaneously high-dimensional time series: A robust model-based clustering approach Wang, Y. Tsay, R.S. Ledolter, J. Shrestha, K.M. RISK MANAGEMENT INSTITUTE Hilbert-Huang transform LASSO regression Markov chain Monte Carlo model-based clustering partial least squares principal component regression 10.1002/for.2264 Journal of Forecasting 32 8 673-684 JOFOD 2016-10-19T08:44:35Z 2016-10-19T08:44:35Z 2013-12 Article Wang, Y., Tsay, R.S., Ledolter, J., Shrestha, K.M. (2013-12). Forecasting simultaneously high-dimensional time series: A robust model-based clustering approach. Journal of Forecasting 32 (8) : 673-684. ScholarBank@NUS Repository. https://doi.org/10.1002/for.2264 02776693 http://scholarbank.nus.edu.sg/handle/10635/128735 000327163500001 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Hilbert-Huang transform LASSO regression Markov chain Monte Carlo model-based clustering partial least squares principal component regression
spellingShingle	Hilbert-Huang transform LASSO regression Markov chain Monte Carlo model-based clustering partial least squares principal component regression Wang, Y. Tsay, R.S. Ledolter, J. Shrestha, K.M. Forecasting simultaneously high-dimensional time series: A robust model-based clustering approach
description	10.1002/for.2264
author2	RISK MANAGEMENT INSTITUTE
author_facet	RISK MANAGEMENT INSTITUTE Wang, Y. Tsay, R.S. Ledolter, J. Shrestha, K.M.
format	Article
author	Wang, Y. Tsay, R.S. Ledolter, J. Shrestha, K.M.
author_sort	Wang, Y.
title	Forecasting simultaneously high-dimensional time series: A robust model-based clustering approach
title_short	Forecasting simultaneously high-dimensional time series: A robust model-based clustering approach
title_full	Forecasting simultaneously high-dimensional time series: A robust model-based clustering approach
title_fullStr	Forecasting simultaneously high-dimensional time series: A robust model-based clustering approach
title_full_unstemmed	Forecasting simultaneously high-dimensional time series: A robust model-based clustering approach
title_sort	forecasting simultaneously high-dimensional time series: a robust model-based clustering approach
publishDate	2016
url	http://scholarbank.nus.edu.sg/handle/10635/128735
_version_	1781790602038345728

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

Similar Items