Extracting a low-dimensional predictable time series
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Cites work
- scientific article; zbMATH DE number 3765004 (Why is no real title available?)
- scientific article; zbMATH DE number 5223994 (Why is no real title available?)
- A canonical analysis of multiple time series
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
- Blind source separation using temporal predictability
- Design of measurement difference autocovariance method for estimation of process and measurement noise covariances
- Efficient estimation of factor models
- Estimation of latent factors for high-dimensional time series
- Factor modeling for high-dimensional time series: inference for the number of factors
- Forecasting multiple time series with one-sided dynamic principal components
- Graph-based predictable feature analysis
- High-dimensional VAR with low-rank transition
- Identifying a Simplifying Structure in Time Series
- Low Rank and Structured Modeling of High-Dimensional Vector Autoregressions
- Modelling multiple time series via common factors
- Nested Reduced-Rank Autogressive Models for Multiple Time Series
- On- and off-line identification of linear state-space models
- Optimization on a Grassmann manifold with application to system identification
- Reduced rank models for multiple time series
- Slow Feature Analysis: Unsupervised Learning of Invariances
- Some results on multivariate autoregressive index models
- Subspace algorithms for the stochastic identification problem
- System Identification of High-Dimensional Linear Dynamical Systems With Serially Correlated Output Noise Components
- The Geometry of Algorithms with Orthogonality Constraints
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