AbstractsMathematics

Adaptive Modeling and Forecasting for High-Dimensional Time Series

by LI BO




Institution: National University of Singapore
Department:
Year: 2015
Keywords: Adaptive Modeling, High-dimensional Time Series, Forecasting, Functional Data Analysis, Functional Autoregressive Modeling, FPCA
Record ID: 1375152
Full text PDF: http://scholarbank.nus.edu.sg/handle/10635/118853


http://scholarbank.nus.edu.sg/bitstream/10635%2F118853/2/bitstream


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Abstract