Forecasting multiple time series with one-sided dynamic principal components (Q5208073)
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scientific article; zbMATH DE number 7151254
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| English | Forecasting multiple time series with one-sided dynamic principal components |
scientific article; zbMATH DE number 7151254 |
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Forecasting Multiple Time Series With One-Sided Dynamic Principal Components (English)
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15 January 2020
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dimensionality reduction
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dynamic factor models
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high-dimensional time series
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0.7706483006477356
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0.7627611756324768
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0.7608548998832703
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0.7508077621459961
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