Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data (Q6185567)
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scientific article; zbMATH DE number 7784939
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| English | Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data |
scientific article; zbMATH DE number 7784939 |
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Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data (English)
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8 January 2024
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commonality
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distributed factor model
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heterogeneity
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large-scale time series
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principal component analysis
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