scholarly journals Identification of Common Factors in Multivariate Time Series Modeling

2015 ◽  
Vol 38 (1) ◽  
pp. 219-237 ◽  
Author(s):  
Mariano González ◽  
Juan M. Nave
Keyword(s):  
Time Series ◽  
Multivariate Time Series ◽  
Common Factors ◽  
Time Series Modeling

Denoising Multivariate Time Series Modeling for Multi-step Time Series Prediction

2021 ◽  
Vol 48 (8) ◽  
pp. 892-904
Author(s):  
Jungsoo Hong ◽  
Jinuk Park ◽  
Jieun Lee ◽  
Kyeonghun Kim ◽  
Seung-Kyun Hong ◽  
...  
Keyword(s):  
Time Series ◽  
Time Series Prediction ◽  
Multivariate Time Series ◽  
Time Series Modeling

DeepGate: Global-local Decomposition for Multivariate Time Series Modeling

2022 ◽  
Author(s):  
Jinuk Park ◽  
Chanhee Park ◽  
Jonghwan Choi ◽  
Sanghyun Park
Keyword(s):  
Time Series ◽  
Multivariate Time Series ◽  
Time Series Modeling

A Bayesian approach to state space multivariate time series modeling

1992 ◽  
Vol 52 (3) ◽  
pp. 315-346 ◽  
Author(s):  
Jeffrey H. Dorfman ◽  
Arthur M. Havenner
Keyword(s):  
Time Series ◽  
State Space ◽  
Bayesian Approach ◽  
Multivariate Time Series ◽  
Time Series Modeling
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