Prediction of steel prices: a comparison between a conventional regression model and MSSA

DOI10.4310/SII.2010.V3.N3.A10zbMATH Open1245.62109MaRDI QIDQ440237FDOQ440237

Authors: Martin Kapl, Werner G. Müller 

Publication date: 18 August 2012

Published in: Statistics and Its Interface (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and spectral analysis (62M15) Microeconomic theory (price theory and economic markets) (91B24)

Cited In (2)

• A novel similarity measure based on eigenvalue distribution
• A new approach for selecting the number of the eigenvalues in singular spectrum analysis

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