Multiple time series model identification using concatenated sample cross-correlations

Communication in Statistics- Theory and Methods ◽

10.1080/03610928808829605 ◽

1988 ◽

Vol 17 (1) ◽

pp. 1-16 ◽

Author(s):

T.J. Jeon ◽

S.J. Park

Keyword(s):

Time Series ◽

Model Identification ◽

Time Series Model ◽

Multiple Time ◽

Multiple Time Series ◽

Cross Correlations

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Short-term Reactive Power Load Forecasting Using Multiple Time-Series Model

Journal of the Korean Institute of Illuminating and Electrical Installation Engineers ◽

10.5207/jieie.2004.18.5.105 ◽

2004 ◽

Vol 18 (5) ◽

pp. 105-111

Keyword(s):

Time Series ◽

Reactive Power ◽

Load Forecasting ◽

Time Series Model ◽

Multiple Time ◽

Multiple Time Series ◽

Power Load Forecasting

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Short-Term Reactive Power Load Forecasting Using Multiple Time-Series Model

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)34602-5 ◽

2003 ◽

Vol 36 (20) ◽

pp. 985-990 ◽

Author(s):

Jong-Man Cho ◽

Jin-Hack Kim ◽

Woo-Hyun Park ◽

Yun-ho Lee ◽

Jin-O Kim

Keyword(s):

Time Series ◽

Reactive Power ◽

Load Forecasting ◽

Time Series Model ◽

Multiple Time ◽

Multiple Time Series ◽

Power Load Forecasting

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Discounted Polynomials for Multiple Time Series Model Building

10.2307/2335858 ◽

1982 ◽

Vol 69 (1) ◽

pp. 107

Author(s):

Helmut Lutkepohl

Keyword(s):

Time Series ◽

Model Building ◽

Time Series Model ◽

Multiple Time ◽

Multiple Time Series

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Discounted polynomials for multiple time series model building

10.1093/biomet/69.1.107 ◽

1982 ◽

Vol 69 (1) ◽

pp. 107-115 ◽

Author(s):

HELMUT LÜTKEPOHL

Keyword(s):

Time Series ◽

Model Building ◽

Time Series Model ◽

Multiple Time ◽

Multiple Time Series

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Multiple Time Series Modeling and Extended Sample Cross-Correlations

Journal of Business and Economic Statistics ◽

10.1080/07350015.1983.10509323 ◽

1983 ◽

Vol 1 (1) ◽

pp. 43-56 ◽

Author(s):

George C. Tiao ◽

Ruey S. Tsay

Keyword(s):

Time Series ◽

Multiple Time ◽

Multiple Time Series ◽

Time Series Modeling ◽

Cross Correlations

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Adaptive estimation and prediction for an extension of the antoregressive multiple time series model

10.1080/02331888808802130 ◽

1988 ◽

Vol 19 (4) ◽

pp. 557-564 ◽

Author(s):

Roland Gunther

Keyword(s):

Time Series ◽

Adaptive Estimation ◽

Time Series Model ◽

Multiple Time ◽

Multiple Time Series ◽

Estimation And Prediction

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Estimation Procedure for a Multiple Time Series Model

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2012.752838 ◽

2014 ◽

Vol 43 (10) ◽

pp. 2415-2431

Author(s):

Rolan Paul K. Veron Cruz ◽

Erniel B. Barrios

Keyword(s):

Time Series ◽

Estimation Procedure ◽

Time Series Model ◽

Multiple Time ◽

Multiple Time Series

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Multiple Time Series Modeling and Extended Sample Cross-Correlations

Journal of Business and Economic Statistics ◽

10.2307/1391772 ◽

1983 ◽

Vol 1 (1) ◽

pp. 43 ◽

Author(s):

George C. Tiao ◽

Ruey S. Tsay

Keyword(s):

Time Series ◽

Multiple Time ◽

Multiple Time Series ◽

Time Series Modeling ◽

Cross Correlations

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Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices

Physical Review E ◽

10.1103/physreve.83.046121 ◽

2011 ◽

Vol 83 (4) ◽

Author(s):

Duan Wang ◽

Boris Podobnik ◽

Davor Horvatić ◽

H. Eugene Stanley

Keyword(s):

Time Series ◽

Multiple Time ◽

Multiple Time Series ◽

Stock Indices ◽

Cross Correlations

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Improving Multiple Time Series Forecasting with Data Stream Mining Algorithms

2020 IEEE International Conference on Systems, Man, and Cybernetics (SMC) ◽

10.1109/smc42975.2020.9283059 ◽

2020 ◽

Author(s):

Marcos Alberto Mochinski ◽

Jean Paul Barddal ◽

Fabricio Enembreck

Keyword(s):

Time Series ◽

Data Stream ◽

Time Series Forecasting ◽

Data Stream Mining ◽

Multiple Time ◽

Multiple Time Series ◽

Stream Mining ◽

Mining Algorithms

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