Authors
Citation
Dl. Danilov, PRINCIPAL COMPONENTS IN TIME-SERIES FORECAST, Journal of computational and graphical statistics, 6(1), 1997, pp. 112-121
Citations number
7
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
10618600
Volume
6
Issue
1
Year of publication
1997
Pages
112 - 121
Database
ISI
SICI code
1061-8600(1997)6:1<112:PCITF>2.0.ZU;2-B
Abstract
This article describes a time series forecast method based on the prin
cipal component analysis applied to the data matrix derived from the i
nitial time series.