Bayesian compressed vector autoregressions (Q1740345)
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scientific article; zbMATH DE number 7049092
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bayesian compressed vector autoregressions |
scientific article; zbMATH DE number 7049092 |
Statements
Bayesian compressed vector autoregressions (English)
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30 April 2019
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multivariate time series
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random projection
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forecasting
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0.8248904347419739
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0.8246992230415344
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0.821240246295929
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0.8026670217514038
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0.7985790967941284
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