Time Series Forecasting by Principal Component Methods

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]

Authors

Mariano J. Valderrama

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Ana M. Aguilera

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Juan Carlos Ruiz-Molina

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