Principal Components in Time Series Forecast

Research output: Contribution to journalArticleAcademicpeer-review

13 Citations (Scopus)
2 Downloads (Pure)

Abstract

This article describes a time series forecast method based on the principal component analysis applied to the data matrix derived from the initial time series.
Original languageEnglish
Pages (from-to)112-121
Number of pages10
JournalJournal of Computational and Graphical Statistics
Volume6
Issue number1
DOIs
Publication statusPublished - 1997
Externally publishedYes

Keywords

  • Finite difference equations
  • Principal components
  • Time series forecast

Fingerprint Dive into the research topics of 'Principal Components in Time Series Forecast'. Together they form a unique fingerprint.

Cite this