Multivariate time series prediction using a hybridization of VARMA models and Bayesian networks
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Publication:5138225
DOI10.1080/02664763.2016.1155111OpenAlexW2328299249MaRDI QIDQ5138225
No author found.
Publication date: 3 December 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2016.1155111
Bayesian networkshybrid modelsK-means clusteringvector autoregressive moving average modelsmultivariate time series forecasting
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