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Hauptverfasser: Tengteng Xu, Ping Deng, Riquan Zhang, Weihua Zhao
Format: Artículo Open Access
Veröffentlicht: Wiley 2024
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Online-Zugang:https://onlinelibrary.wiley.com/doi/10.1002/for.3205
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author Tengteng Xu
Ping Deng
Riquan Zhang
Weihua Zhao
author_facet Tengteng Xu
Ping Deng
Riquan Zhang
Weihua Zhao
Tengteng Xu
Ping Deng
Riquan Zhang
Weihua Zhao
collection Wiley Open Access
contents Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model Tengteng Xu Ping Deng Riquan Zhang Weihua Zhao Journal of Forecasting ABSTRACTMultivariate time series analysis uncovers the intricate relationships among multiple variables, which plays a vital role in areas such as policy‐making and business decision‐making. This paper employs a reduced rank regression model to investigate a robust estimation method for multivariate time series data using an penalty. The goal is to achieve rapid parameter estimation while ensuring robustness in the analysis of time series data. This study provides a detailed description of the solution process and examines the theoretical properties of the proposed method. To evaluate its effectiveness, the proposed model is compared with full‐rank regression and the multivariate regression with covariance estimation (MRCE) method through simulations, as well as an analysis of the Sceaux household electric power consumption data. The results indicate that the proposed model performs well. 10.1002/for.3205 http://onlinelibrary.wiley.com/termsAndConditions#vor
doi_str_mv 10.1002/for.3205
format Artículo Open Access
id wiley_oa_10_1002_for_3205
institution Wiley Open Access
license_str_mv http://onlinelibrary.wiley.com/termsAndConditions#vor
publishDate 2024
publisher Wiley
record_format wiley_oa
spellingShingle Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model
Tengteng Xu
Ping Deng
Riquan Zhang
Weihua Zhao
Journal of Forecasting
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model Tengteng Xu Ping Deng Riquan Zhang Weihua Zhao Journal of Forecasting ABSTRACTMultivariate time series analysis uncovers the intricate relationships among multiple variables, which plays a vital role in areas such as policy‐making and business decision‐making. This paper employs a reduced rank regression model to investigate a robust estimation method for multivariate time series data using an penalty. The goal is to achieve rapid parameter estimation while ensuring robustness in the analysis of time series data. This study provides a detailed description of the solution process and examines the theoretical properties of the proposed method. To evaluate its effectiveness, the proposed model is compared with full‐rank regression and the multivariate regression with covariance estimation (MRCE) method through simulations, as well as an analysis of the Sceaux household electric power consumption data. The results indicate that the proposed model performs well. 10.1002/for.3205 http://onlinelibrary.wiley.com/termsAndConditions#vor
title Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model
topic Journal of Forecasting
url https://onlinelibrary.wiley.com/doi/10.1002/for.3205