Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model
Fuente:
Wiley Open Access
Enregistré dans:
| Auteurs principaux: | Tengteng Xu, Ping Deng, Riquan Zhang, Weihua Zhao |
|---|---|
| Format: | Artículo Open Access |
| Publié: |
Wiley
2024
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Matrix Autoregressive Time Series With Reduced‐Rank and Sparse Structural Constraints
par: Xiaohang Wang, et autres
Publié: (2025)
par: Xiaohang Wang, et autres
Publié: (2025)
A Universal Multivariate Long‐Term Time‐Series Robust Forecasting Model With Distinguishable Variable Identifier
par: Xin‐ji Chen, et autres
Publié: (2026)
par: Xin‐ji Chen, et autres
Publié: (2026)
A Trend‐Aware Transformer‐Based Approach for Improving Long‐Range Multivariate Time‐Series Forecasting With Decomposition
par: Linh Nguyen Thi My, et autres
Publié: (2025)
par: Linh Nguyen Thi My, et autres
Publié: (2025)
A Rich‐Spatial and Multiscaled Transformer‐Based Approach for Long‐Term Multivariate Time‐Series Forecasting Problem
par: Linh Nguyen Thi My, et autres
Publié: (2025)
par: Linh Nguyen Thi My, et autres
Publié: (2025)
Estimation of Constrained Factor Models for High‐Dimensional Time Series
par: Yitian Liu, et autres
Publié: (2025)
par: Yitian Liu, et autres
Publié: (2025)
Forecasting peak electric load: Robust support vector regression with smooth nonconvex ϵ‐insensitive loss
par: Rujia Nie, et autres
Publié: (2024)
par: Rujia Nie, et autres
Publié: (2024)
Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers
par: Yongdeng Xu
Publié: (2024)
par: Yongdeng Xu
Publié: (2024)
Neural Network Particle Filter for Time Series Data
par: Dewi E. W. Peerlings, et autres
Publié: (2026)
par: Dewi E. W. Peerlings, et autres
Publié: (2026)
Robust Prediction Intervals for Time Series Forecasting: A Bootstrap and Bayesian Approach
par: Betty X.Y. Chu, et autres
Publié: (2026)
par: Betty X.Y. Chu, et autres
Publié: (2026)
A Multiscale Transformer Model for Long Time Series Forecasting Based on Discrete Wavelet Transform and Residual Learning Modules
par: Menghan Li, et autres
Publié: (2025)
par: Menghan Li, et autres
Publié: (2025)
A New Multivariate Decomposition–Ensemble Approach With Multisource Heterogeneous Data for Crude Oil Price Forecasting
par: Zhengling Zhao, et autres
Publié: (2026)
par: Zhengling Zhao, et autres
Publié: (2026)
Novel Aligned Correlation Method to Estimate Lead–Lag Relationship Between Time Series
par: Kartikay Gupta, et autres
Publié: (2025)
par: Kartikay Gupta, et autres
Publié: (2025)
Ensemble Multitask Prediction of Air Pollutants Time Series: Based on Variational Inference, Data Projection, and Generative Adversarial Network
par: Kang Wang, et autres
Publié: (2024)
par: Kang Wang, et autres
Publié: (2024)
A Dynamic Fuzzy Modeling Method for Interval Time Series and Applications in Range‐Based Volatility Prediction
par: Leandro Maciel, et autres
Publié: (2025)
par: Leandro Maciel, et autres
Publié: (2025)
Bayesian Semiparametric Multivariate Realized GARCH Modeling
par: Efthimios Nikolakopoulos
Publié: (2025)
par: Efthimios Nikolakopoulos
Publié: (2025)
Nonstationary Functional Time Series Forecasting
par: Han Lin Shang, et autres
Publié: (2024)
par: Han Lin Shang, et autres
Publié: (2024)
Enhanced Bagging‐Based Approach for Forecasting Nonstationary Time Series: Bridging Nonstationarity With a Scaled Logit Transformation
par: Young Eun Jeon, et autres
Publié: (2026)
par: Young Eun Jeon, et autres
Publié: (2026)
Turning Time Into Shapes: A Point‐Cloud Framework With Chaotic Signatures for Time Series
par: Pradeep Singh, et autres
Publié: (2025)
par: Pradeep Singh, et autres
Publié: (2025)
A Comparative Forecasting Framework for Turkey–Germany Trade: Evidence From Time Series and Artificial Neural Networks Models
par: Seyma Nur Unal, et autres
Publié: (2025)
par: Seyma Nur Unal, et autres
Publié: (2025)
Debiasing UTO Estimator: Methods and Application to Climate Change Data Sets
par: Gülesen Üstündağ Şiray, et autres
Publié: (2026)
par: Gülesen Üstündağ Şiray, et autres
Publié: (2026)
Visualizing Uncertainty in Time Series Forecasts: The Impact of Uncertainty Visualization on Users' Confidence, Algorithmic Advice Utilization, and Forecasting Performance
par: Dirk Leffrang, et autres
Publié: (2024)
par: Dirk Leffrang, et autres
Publié: (2024)
Dual‐Branch Spectral‐Trend Attention Network With Gated Flux–Momentum Decomposition for Multiscale Financial Time‐Series Forecasting
par: Pradeep Singh, et autres
Publié: (2026)
par: Pradeep Singh, et autres
Publié: (2026)
Forecasting Realized Volatility With Tree‐Based HAR‐Type Models Incorporating Macroeconomic Uncertainty
par: Wei Liu, et autres
Publié: (2026)
par: Wei Liu, et autres
Publié: (2026)
Modeling and Forecasting the CBOE VIX With the TVP‐HAR Model
par: Wen Xu, et autres
Publié: (2025)
par: Wen Xu, et autres
Publié: (2025)
Forecasting With Dynamic Factor Models Estimated by Partial Least Squares
par: Samuel Rauhala
Publié: (2026)
par: Samuel Rauhala
Publié: (2026)
Ternary Interval Forecasting of Air Pollutant Concentration: A Novel Multivariate Decomposition and Optimal Variable Weight Ensemble Paradigm
par: Zicheng Wang, et autres
Publié: (2025)
par: Zicheng Wang, et autres
Publié: (2025)
Multivariable forecasting approach of high‐speed railway passenger demand based on residual term of Baidu search index and error correction
par: Hongtao Li, et autres
Publié: (2024)
par: Hongtao Li, et autres
Publié: (2024)
On the Optimal Selection of Time‐Lag Embedding Dimension for Deep Learning Approaches in Financial Forecasting With Big Data
par: Mohammadreza Ghadimpour, et autres
Publié: (2025)
par: Mohammadreza Ghadimpour, et autres
Publié: (2025)
A Hybrid Deep Learning Model for Coal Index Forecasting Based on Sentiment Analysis and Decomposition–Reconstruction Methods
par: Yi Xiao, et autres
Publié: (2025)
par: Yi Xiao, et autres
Publié: (2025)
Time‐Varying US Government Spending Anticipation in Real Time
par: Pascal Goemans, et autres
Publié: (2024)
par: Pascal Goemans, et autres
Publié: (2024)
Random Integrated Subdata Ensemble Method for Key Variable Selection in Rare Event Setting
par: Ching‐Chi Yang, et autres
Publié: (2026)
par: Ching‐Chi Yang, et autres
Publié: (2026)
Carbon Price Prediction With Public Social Media Big Data and an Interpretable Multi‐Objective Intelligent Feature Optimization Strategy
par: Honggang Guo, et autres
Publié: (2026)
par: Honggang Guo, et autres
Publié: (2026)
A Matrix‐Based Hidden Markov Model for Consumer Credit Analysis
par: Borui Qi, et autres
Publié: (2026)
par: Borui Qi, et autres
Publié: (2026)
Enhancing Neural Network Volatility Forecasting: Decomposed Volatility Modeling
par: Xuzheng Ren, et autres
Publié: (2026)
par: Xuzheng Ren, et autres
Publié: (2026)
Stock Return Prediction Based on a Functional Capital Asset Pricing Model
par: Ufuk Beyaztas, et autres
Publié: (2025)
par: Ufuk Beyaztas, et autres
Publié: (2025)
Data‐Driven Prediction of Climate Variables in Agricultural Cities of India With Hybrid GA‐TCN‐LSTM Model
par: Anil Utku
Publié: (2025)
par: Anil Utku
Publié: (2025)
Information Illusion: Different Amounts of Information and Stock Price Estimates
par: Andreas Oehler, et autres
Publié: (2025)
par: Andreas Oehler, et autres
Publié: (2025)
Combined Effects of Fat‐Tail and Spread Forecasting on Pairs Trading: A Hybrid Model Based on Integrating VAR With GRU Models
par: Yuhee Kwon, et autres
Publié: (2025)
par: Yuhee Kwon, et autres
Publié: (2025)
Image‐Based Deep Learning Models for Stock Predictions: Combining Line, Candlestick, and Bar Charts
par: Wei‐Chao Lin, et autres
Publié: (2026)
par: Wei‐Chao Lin, et autres
Publié: (2026)
Affinities and Complementarities of Methods and Information Sets in the Estimation of Prices in Real Estate Markets
par: Mirko S. Bozanic‐Leal, et autres
Publié: (2024)
par: Mirko S. Bozanic‐Leal, et autres
Publié: (2024)
Documents similaires
-
Matrix Autoregressive Time Series With Reduced‐Rank and Sparse Structural Constraints
par: Xiaohang Wang, et autres
Publié: (2025) -
A Universal Multivariate Long‐Term Time‐Series Robust Forecasting Model With Distinguishable Variable Identifier
par: Xin‐ji Chen, et autres
Publié: (2026) -
A Trend‐Aware Transformer‐Based Approach for Improving Long‐Range Multivariate Time‐Series Forecasting With Decomposition
par: Linh Nguyen Thi My, et autres
Publié: (2025) -
A Rich‐Spatial and Multiscaled Transformer‐Based Approach for Long‐Term Multivariate Time‐Series Forecasting Problem
par: Linh Nguyen Thi My, et autres
Publié: (2025) -
Estimation of Constrained Factor Models for High‐Dimensional Time Series
par: Yitian Liu, et autres
Publié: (2025)