Identifying Patterns in Multiple Time Series Data

DOI10.1080/02522667.1989.10698981zbMath0719.62104OpenAlexW2038884006MaRDI QIDQ5751798

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Publication date: 1989

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.1989.10698981

zbMATH Keywords

multiple time seriesPrincipal ComponentsBox-Jenkins forecasting systemProcess Componentssingle series Time Series Analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Dimensionality reduction in multivariable stochastic systems
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