Multiple Time Series Modeling and Extended Sample Cross-Correlations

George C. Tiao; Ruey S. Tsay

doi:10.2307/1391772

Multiple Time Series Modeling and Extended Sample Cross-Correlations

Journal of Business and Economic Statistics ◽

10.2307/1391772 ◽

1983 ◽

Vol 1 (1) ◽

pp. 43 ◽

Cited By ~ 46

Author(s):

George C. Tiao ◽

Ruey S. Tsay

Keyword(s):

Time Series ◽

Multiple Time ◽

Multiple Time Series ◽

Time Series Modeling ◽

Cross Correlations

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Multiple Time Series Modeling and Extended Sample Cross-Correlations

Journal of Business and Economic Statistics ◽

10.1080/07350015.1983.10509323 ◽

1983 ◽

Vol 1 (1) ◽

pp. 43-56 ◽

Cited By ~ 8

Author(s):

George C. Tiao ◽

Ruey S. Tsay

Keyword(s):

Time Series ◽

Multiple Time ◽

Multiple Time Series ◽

Time Series Modeling ◽

Cross Correlations

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Measuring the Effects of Marketing Changes in Transit Systems Using Multiple Time Series Modeling

Journal of Nonprofit & Public Sector Marketing ◽

10.1300/j054v02n01_07 ◽

1994 ◽

Vol 2 (1) ◽

pp. 61-74

Author(s):

Greg M Lepak ◽

John J. Considine

Keyword(s):

Time Series ◽

Multiple Time ◽

Multiple Time Series ◽

Time Series Modeling ◽

Transit Systems ◽

In Transit

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Multiple Time Series Modeling With Reduced Ranks

Multivariate Reduced-Rank Regression - Lecture Notes in Statistics ◽

10.1007/978-1-4757-2853-8_5 ◽

1998 ◽

pp. 113-154

Author(s):

Gregory C. Reinsel ◽

Raja P. Velu

Keyword(s):

Time Series ◽

Multiple Time ◽

Multiple Time Series ◽

Time Series Modeling

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Multiple time series model identification using concatenated sample cross-correlations

Communication in Statistics- Theory and Methods ◽

10.1080/03610928808829605 ◽

1988 ◽

Vol 17 (1) ◽

pp. 1-16 ◽

Cited By ~ 1

Author(s):

T.J. Jeon ◽

S.J. Park

Keyword(s):

Time Series ◽

Model Identification ◽

Time Series Model ◽

Multiple Time ◽

Multiple Time Series ◽

Cross Correlations

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Quantifying and modeling long-range cross correlations in multiple time series with applications to world stock indices

Physical Review E ◽

10.1103/physreve.83.046121 ◽

2011 ◽

Vol 83 (4) ◽

Cited By ~ 94

Author(s):

Duan Wang ◽

Boris Podobnik ◽

Davor Horvatić ◽

H. Eugene Stanley

Keyword(s):

Time Series ◽

Long Range ◽

Multiple Time ◽

Multiple Time Series ◽

Stock Indices ◽

Cross Correlations

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Improving Multiple Time Series Forecasting with Data Stream Mining Algorithms

2020 IEEE International Conference on Systems, Man, and Cybernetics (SMC) ◽

10.1109/smc42975.2020.9283059 ◽

2020 ◽

Author(s):

Marcos Alberto Mochinski ◽

Jean Paul Barddal ◽

Fabricio Enembreck

Keyword(s):

Time Series ◽

Data Stream ◽

Time Series Forecasting ◽

Data Stream Mining ◽

Multiple Time ◽

Multiple Time Series ◽

Stream Mining ◽

Mining Algorithms

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On Divergence and Dissimilarity Measures for Multiple Time Series

Applied Modeling Techniques and Data Analysis 1 ◽

10.1002/9781119821588.ch14 ◽

2021 ◽

pp. 249-260

Author(s):

Konstantinos Makris ◽

Alex Karagrigoriou ◽

Ilia Vonta

Keyword(s):

Time Series ◽

Multiple Time ◽

Multiple Time Series ◽

Dissimilarity Measures

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A 3D Visualization of Multiple Time Series on Maps

2010 14th International Conference Information Visualisation ◽

10.1109/iv.2010.54 ◽

2010 ◽

Cited By ~ 12

Author(s):

Sidharth Thakur ◽

Andrew J. Hanson

Keyword(s):

Time Series ◽

3D Visualization ◽

Multiple Time ◽

Multiple Time Series

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A multiple time series-based recurrent neural network for short-term load forecasting

Soft Computing ◽

10.1007/s00500-017-2624-5 ◽

2017 ◽

Vol 22 (12) ◽

pp. 4099-4112 ◽

Cited By ~ 14

Author(s):

Bing Zhang ◽

Jhen-Long Wu ◽

Pei-Chann Chang

Keyword(s):

Neural Network ◽

Time Series ◽

Recurrent Neural Network ◽

Load Forecasting ◽

Multiple Time ◽

Multiple Time Series ◽

Short Term ◽

Short Term Load Forecasting

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Modern (Multiple) Time Series Models: The Dynamic System

International Series in Quantitative Marketing - Advanced Methods for Modeling Markets ◽

10.1007/978-3-319-53469-5_4 ◽

2017 ◽

pp. 115-148 ◽

Cited By ~ 1

Author(s):

Koen H. Pauwels

Keyword(s):

Time Series ◽

Dynamic System ◽

Time Series Models ◽

Multiple Time ◽

Multiple Time Series

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