Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis.
Guillermo MestreJosé PortelaGregory RiceAntonio Muñoz San RoqueEstrella AlonsoPublished in: Comput. Stat. Data Anal. (2021)
Keyphrases
- probabilistic model
- autoregressive
- high level
- management system
- maximum likelihood
- statistical analysis
- mathematical model
- statistical model
- experimental data
- prediction model
- partial information
- empirical data
- safety analysis
- learning algorithm
- forecasting model
- multivariate time series
- bp neural network
- short term
- non stationary
- theoretical analysis