Chapter 6 Forecasting with VARMA Models

Author:

Lütkepohl Helmut

Publisher

Elsevier

Reference120 articles.

1. Temporal aggregation and time series;Abraham;International Statistical Review,1982

2. Estimation of partially nonstationary multivariate autoregressive models;Ahn;Journal of the American Statistical Association,1990

3. Information theory and an extension of the maximum likelihood principle;Akaike,1973

4. Stochastic theory of minimal realization;Akaike;IEEE Transactions on Automatic Control,1974

5. Canonical correlation analysis of time series and the use of an information criterion;Akaike,1976

Cited by 61 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Empowering flood forecasting through meteorological and social media data;International Journal of Information Technology;2024-06-10

2. MGCN-CT: Multi-type Vehicle Fuel Consumption Prediction Based on Module-GCN and Config-Transfer;Lecture Notes in Computer Science;2024

3. Online SARIMA applied for short-term electricity load forecasting;Applied Intelligence;2023-12-28

4. Inflation Rate Prediction by Involving Interest Rate Using Vector Autoregression Model;2023 11th International Conference on Information and Communication Technology (ICoICT);2023-08-23

5. A long short-term memory model for forecasting the surgical case volumes at a hospital;IISE Transactions on Healthcare Systems Engineering;2023-04-27

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3