A dynamic factor model for the analysis of multivariate time series

Psychometrika ◽  
1985 ◽  
Vol 50 (2) ◽  
pp. 181-202 ◽  
Author(s):  
Peter C. M. Molenaar
Keyword(s):  
Time Series ◽  
Factor Model ◽  
Multivariate Time Series ◽  
Dynamic Factor ◽  
Dynamic Factor Model

Dynamic factor model for network traffic state forecast

2018 ◽  
Vol 118 ◽  
pp. 281-317 ◽  
Author(s):  
Tao Ma ◽  
Zhou Zhou ◽  
Constantinos Antoniou
Keyword(s):  
Network Traffic ◽  
Factor Model ◽  
Dynamic Factor ◽  
Dynamic Factor Model ◽  
Traffic State

scholarly journals Estimating common trends in multivariate time series using dynamic factor analysis

2003 ◽  
Vol 14 (7) ◽  
pp. 665-685 ◽  
Author(s):  
A. F. Zuur ◽  
R. J. Fryer ◽  
I. T. Jolliffe ◽  
R. Dekker ◽  
J. J. Beukema
Keyword(s):  
Time Series ◽  
Factor Analysis ◽  
Multivariate Time Series ◽  
Dynamic Factor Analysis ◽  
Dynamic Factor ◽  
Common Trends
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