Login / Signup
Multivariate Time Series Forecasting With GARCH Models on Graphs.
Junping Hong
Yi Yan
Ercan Engin Kuruoglu
Wai Kin Chan
Published in:
IEEE Trans. Signal Inf. Process. over Networks (2023)
Keyphrases
</>
multivariate time series
garch model
phase space reconstruction
temporal data
dimension reduction
temporal patterns
categorical data
autoregressive
spatial structure
data mining
multiscale
high dimensional
probabilistic model
temporal information