Mariano J. Valderrama, Ana M. Aguilera, Juan Carlos Ruiz-Molina. Time Series Forecasting by Principal Component Methods. In Roger Payne, Peter Green, editors, COMPSTAT 1998, Proceedings in Computational Statistics 13th Symposium held in Bristol, Great Britain, 1998. pages 137-146, Springer, 1998. [doi]
Abstract is missing.