Copula-based dynamic models for multivariate time series.
Bouchra R. NasriBruno N. RémillardPublished in: J. Multivar. Anal. (2019)
Keyphrases
- dynamic model
- multivariate time series
- multivariate time series data
- experimental data
- temporal data
- temporal patterns
- phase space reconstruction
- dimension reduction
- categorical data
- autoregressive
- spatial structure
- multiple models
- least squares
- support vector
- temporal information
- data structure
- dimensionality reduction
- optical flow