𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Forecasting with nonstationary dynamic factor models

✍ Scribed by Daniel Peña; Pilar Poncela


Book ID
108432697
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
400 KB
Volume
119
Category
Article
ISSN
0304-4076

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Bayesian dynamic modelling for nonstatio
✍ D. Nagesh Kumar; Rajib Maity 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 231 KB 👁 1 views

## Abstract Forecasting of hydrologic time series, with the quantification of uncertainty, is an important tool for adaptive water resources management. Nonstationarity, caused by climate forcing and other factors, such as change in physical properties of catchment (urbanization, vegetation change,

Modelling nonstationary dynamics
✍ M.I. Széliga; P.F. Verdes; P.M. Granitto; H.A. Ceccatto 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 113 KB

We incorporate the use of validation data to cope with noisy records in a neural network-based method for modelling the dynamics of slowly changing nonstationary systems. As a byproduct, we obtain a precise criterion to ÿnd the optimal value of a required internal hyperparameter. Testing these ideas