A wavelet-based multivariate multiscale approach for forecasting
Year of publication: |
July-September 2017
|
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Authors: | Rua, António |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 3, p. 581-590
|
Subject: | Wavelets | Multiscale principal components | Factor models | Forecasting | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Faktorenanalyse | Factor analysis | Frühindikator | Leading indicator |
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