scholarly journals Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis

2019 ◽  
Vol 35 (4) ◽  
pp. 1263-1272 ◽  
Author(s):  
Hossein Hassani ◽  
António Rua ◽  
Emmanuel Sirimal Silva ◽  
Dimitrios Thomakos
Keyword(s):  
Spectrum Analysis ◽  
Singular Spectrum Analysis ◽  
Mixed Frequency ◽  
Singular Spectrum ◽  
Multivariate Singular Spectrum Analysis

Multivariate singular spectrum analysis for forecasting revisions to real-time data

2011 ◽  
Vol 38 (10) ◽  
pp. 2183-2211 ◽  
Author(s):  
Kerry Patterson ◽  
Hossein Hassani ◽  
Saeed Heravi ◽  
Anatoly Zhigljavsky
Keyword(s):  
Real Time ◽  
Spectrum Analysis ◽  
Singular Spectrum Analysis ◽  
Time Data ◽  
Singular Spectrum ◽  
Real Time Data ◽  
Multivariate Singular Spectrum Analysis
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