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 language | English |
|---|---|
| Pages (from-to) | 112-121 |
| Number of pages | 10 |
| Journal | Journal of Computational and Graphical Statistics |
| Volume | 6 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1997 |
| Externally published | Yes |
Keywords
- Finite difference equations
- Principal components
- Time series forecast
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