Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach (Q4687351)
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scientific article; zbMATH DE number 6951865
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach |
scientific article; zbMATH DE number 6951865 |
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Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach (English)
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11 October 2018
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Hilbert-Huang transform
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Lasso regression
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Markov chain Monte Carlo
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partial least squares
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principal component regression
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classification
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