Forecasting Time Series With VARMA Recursions on Graphs

DOI10.1109/TSP.2019.2929930MaRDI QIDQ5240448zbMATH OpenOpenAlexWikidataFDO

Authors Elvin Isufi, Andreas Loukas, Nathanaël Perraudin, G. Leus

Publication date 28 October 2019

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.08581

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(4)

• An efficient forecasting method for time series based on visibility graph and multi-subgraph similarity
• Polynomial graph filters of multiple shifts and distributed implementation of inverse filtering
• Adaptive multi-innovation gradient identification algorithms for a controlled autoregressive moving average model
• Vector moving average models: a review

This page was built for publication: Forecasting Time Series With VARMA Recursions on Graphs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5240448)