Forecasting UK industrial production with multivariate singular spectrum analysis
Year of publication: |
2013
|
---|---|
Authors: | Hassani, Hossein ; Heravi, Saeed M. ; Žigljavskij, Anatolij Aleksandrovič |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 5, p. 395-408
|
Subject: | Prognoseverfahren | Forecasting model | Industrieproduktion | Industrial production | Großbritannien | United Kingdom | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model |
-
On Same-Realization Prediction in the Multivariate Long Memory Process with the VAR Procedure
Tsay, Wen-Jen, (2019)
-
A VAR approach to forecasting multivariate long memory processes subject to structural breaks
Wang, Cindy S. H., (2020)
-
Wang, Cindy S. H., (2020)
- More ...
-
Forecasting European industrial production with singular spectrum analysis
Hassani, Hossein, (2009)
-
Forecasting US tourist arrivals using optimal singular spectrum analysis
Hassani, Hossein, (2015)
-
Forecasting inflation rate : professional against academic, which one is more accurate
Hassani, Hossein, (2018)
- More ...