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  A hybrid segmentation method for multivariate time series based on the dynamic factor model
 
 
Title: A hybrid segmentation method for multivariate time series based on the dynamic factor model
Author: Sun, Zhubin
Liu, Xiaodong
Wang, Lizhu
Appeared in: Stochastic environmental research and risk assessment
Paging: Volume 31 (2016) nr. 6 pages 1291-1304
Year: 2016
Contents:
Publisher: Springer Berlin Heidelberg, Berlin/Heidelberg
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

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