Adaptive Modeling and Forecasting for High-Dimensional Time Series
Institution: | National University of Singapore |
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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 http://scholarbank.nus.edu.sg/bitstream/10635%2F118853/1/bitstream |