Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach
From MaRDI portal
Recommendations
- Time series clustering based on nonparametric multidimensional forecast densities
- Clustering and forecasting multiple functional time series
- Time series clustering based on forecast densities
- Clustering heteroskedastic time series by model-based procedures
- A sliding window-based multi-stage clustering and probabilistic forecasting approach for large multivariate time series data
- Non-linear time series clustering based on non-parametric forecast densities
- Time series granulation and forecasting based on \(k\)-plane clustering
- Clustering High-Dimensional Time Series Based on Parallelism
- Efficient estimation in model‐based clustering of Gaussian regression time series
Cited in
(8)- Grouped network vector autoregression
- Bank Business Models at Zero Interest Rates
- Optimal spatial aggregation of space-time models and applications
- Multi-stage approach with DTW and clustering for forecasting of average deposit rate in Ukraine
- Time series clustering based on forecast densities
- Clustering time series by linear dependency
- Non-linear time series clustering based on non-parametric forecast densities
- Clustering Multiple Time Series with Structural Breaks
This page was built for publication: Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4687351)
