Modeling and Forecasting Time Series of Compositional Data: A Generalized Dirichlet Power Steady Model.
Mohamad MehdiElise EpaillardNizar BouguilaJamal BentaharPublished in: SUM (2015)
Keyphrases
- data sets
- input data
- experimental data
- database
- prior knowledge
- probability distribution
- autoregressive
- measured data
- test data
- statistical methods
- modeling method
- probabilistic model
- models built
- training data
- financial time series
- discrete data
- temporal dependencies
- garch model
- multivariate time series
- predictive model
- temporal data
- network structure
- data points
- data sources
- data analysis