Multivariate singular spectrum analysis for forecasting revisions to real-time data (Q5124910)
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scientific article; zbMATH DE number 7253963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate singular spectrum analysis for forecasting revisions to real-time data |
scientific article; zbMATH DE number 7253963 |
Statements
Multivariate singular spectrum analysis for forecasting revisions to real-time data (English)
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30 September 2020
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non-parametric methods
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data revisions
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trajectory matrix
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reconstruction
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hankelisation
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recurrence formula
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forecasting
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