Multivariate time series prediction using a hybridization of VARMA models and Bayesian networks
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Publication:5138225
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Cites work
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1222289 (Why is no real title available?)
- scientific article; zbMATH DE number 3340881 (Why is no real title available?)
- A Criterion for Determining the Number of Groups in a Data Set Using Sum-of-Squares Clustering
- A novel auto-regressive fractionally integrated moving average–least-squares support vector machine model for electricity spot prices prediction
- Analysis of financial time series
- Estimating the dimension of a model
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods
- Learning Bayesian network parameters under incomplete data with domain knowledge
- Selection of the order of an autoregressive model by Akaike's information criterion
- Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use
- Testing and Modeling Multivariate Threshold Models
- The EM algorithm for graphical association models with missing data
- Time series forecasting using a hybrid ARIMA and neural network model
Cited in
(7)- Vector moving average models: a review
- A dual-topological graph memory network for anti-noise multivariate time series forecasting
- Multivariate time series analysis from a Bayesian machine learning perspective
- Multivariate Bayesian structural time series model
- Time series forecasting model based on weighted variable structure
- The adaptive-clustering and error-correction method for forecasting cyanobacteria blooms in lakes and reservoirs
- A robust model structure selection method for small sample size and multiple datasets problems
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