Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
From MaRDI portal
Publication:4687331
DOI10.1002/FOR.2244zbMATH Open1397.62330OpenAlexW1927687292MaRDI QIDQ4687331FDOQ4687331
Authors: Hossein Hassani, A. Zhigljavsky, Saeed Heravi 
Publication date: 11 October 2018
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.2244
Recommendations
- Forecasting industrial production indices with a new singular spectrum analysis forecasting algorithm
- Forecasting the industrial production using alternative factor models and business survey data
- scientific article; zbMATH DE number 1304925
- Forecasting before, during, and after recession with singular spectrum analysis
- Multivariate singular spectrum analysis for forecasting revisions to real-time data
- Signal extraction and forecasting of the UK tourism income time series: a singular spectrum analysis approach
Economic time series analysis (91B84) Inference from stochastic processes and spectral analysis (62M15)
Cited In (17)
- Forecasting the industrial production using alternative factor models and business survey data
- Designing a framework to improve time series data of construction projects: application of a simulation model and singular spectrum analysis
- On the singular values of the Hankel matrix with application in singular spectrum analysis
- Randomized singular spectrum analysis for long time series
- Forecasting daily exchange rates: a comparison between SSA and MSSA
- A new peak fitting method for 1D solid-state \(^{29}\)Si NMR spectra based on singular spectrum analysis
- Signal extraction and forecasting of the UK tourism income time series: a singular spectrum analysis approach
- Predicting global temperature anomaly: a definitive investigation using an ensemble of twelve competing forecasting models
- Multivariate singular spectrum analysis for forecasting revisions to real-time data
- A novel similarity measure based on eigenvalue distribution
- Forecasting before, during, and after recession with singular spectrum analysis
- Vector and recurrent singular spectrum analysis: which is better at forecasting?
- Combining singular spectrum analysis and \(\mathrm{PAR}(p)\) structures to model wind speed time series
- Exchange rate forecasting with optimum singular spectrum analysis
- Tourist number prediction of historic buildings by singular spectrum analysis
- A comparison of stepwise common singular spectrum analysis and horizontal multi-channel singular spectrum analysis
- A review of some modern approaches to the problem of trend extraction
This page was built for publication: Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4687331)
