کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
415419 681208 2008 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Forecasting time series using principal component analysis with respect to instrumental variables
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
Forecasting time series using principal component analysis with respect to instrumental variables
چکیده انگلیسی

Two new forecasting methods of time series are introduced. They are both based on a factorial analysis method called spline principal component analysis with respect to instrumental variables (spline PCAIV). The first method is a straightforward application of spline PCAIV while the second one is an adaptation of spline PCAIV. In the modified version, the used criteria according to the unknown value that need to be predicted are differentiated. Those two forecasting methods are shown to be well adapted to time series.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 52, Issue 3, 1 January 2008, Pages 1269–1280
نویسندگان
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