Identifying Patterns in Multiple Time Series Data
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Publication:5751798
DOI10.1080/02522667.1989.10698981zbMath0719.62104MaRDI QIDQ5751798
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Publication date: 1989
Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02522667.1989.10698981
multiple time series; Principal Components; Box-Jenkins forecasting system; Process Components; single series Time Series Analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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