STAMP 6.0 Structural Time series Analyser, Modeller and Predictor

被引：0
|
作者：
Koopman, SJ
Harvey, AC
Doornik, JA
Shephard, N
机构：
来源：
INTERNATIONAL JOURNAL OF FORECASTING | 2003年 / 19卷 / 02期
关键词：
D O I：
10.1016/S0169-2070(03)00029-3
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：319 / 325
页数：7
相关论文
共 50 条
  • [21] The Extreme Value Evolving Predictor in Multiple Time Series Learning
    Ayres, Amanda O. C.
    Von Zuben, Fernando J.
    ARTIFICIAL INTELLIGENCE AND SOFT COMPUTING (ICAISC 2021), PT I, 2021, 12854 : 285 - 295
  • [22] Autoregressive representation of the predictor with incomplete past of a stationary time series
    Bondon, P
    COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 2000, 330 (10): : 915 - 920
  • [23] Robust Neural Predictor for Noisy Chaotic Time Series Prediction
    Han, Min
    Wang, Xinying
    2013 INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS (IJCNN), 2013,
  • [24] Multistage Cascade Predictor of Structural Elements Movement in the Deformation Analysis of Large Objects Based on Time Series Influencing Factors
    Hamzic, Adis
    Avdagic, Zikrija
    Besic, Ingmar
    ISPRS INTERNATIONAL JOURNAL OF GEO-INFORMATION, 2020, 9 (01)
  • [25] On the use of cross-validation for time series predictor evaluation
    Bergmeir, Christoph
    Benitez, Jose M.
    INFORMATION SCIENCES, 2012, 191 : 192 - 213
  • [26] Glucose time series complexity as a predictor of type 2 diabetes
    Rodriguez de Castro, Carmen
    Vigil, Luis
    Vargas, Borja
    Garcia Delgado, Emilio
    Garcia Carretero, Rafael
    Ruiz-Galiana, Julian
    Varela, Manuel
    DIABETES-METABOLISM RESEARCH AND REVIEWS, 2017, 33 (02)
  • [27] Monitoring of plasma processing chamber using ion energy analyser and time series neural network
    Kim, B.
    Kim, S.
    SURFACE ENGINEERING, 2010, 26 (03) : 224 - 228
  • [28] Structural change detection in ordinal time series
    Li, Fuxiao
    Hao, Mengli
    Yang, Lijuan
    PLOS ONE, 2021, 16 (08):
  • [29] Structural Generative Descriptions for Time Series Classification
    Garcia-Trevino, Edgar S.
    Barria, Javier A.
    IEEE TRANSACTIONS ON CYBERNETICS, 2014, 44 (10) : 1978 - 1991
  • [30] Comments on "Structural change in macroeconomic time series"
    Rothman, P
    JOURNAL OF MACROECONOMICS, 2006, 28 (01) : 151 - 153
12345