Forecasting Multiple Time Series With One-Sided Dynamic Principal Components (Q5208073)
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scientific article; zbMATH DE number 7151254
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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