A simple one-period-ahead and multiperiod-ahead prediction procedure for multivariate time series is suggested, based on the canonical correlation technique. The prediction procedure is direct in the ...

In astronomy, we are witnessing an enormous increase in the number of source detections, precision, and diversity of measurements. Additionally, multi-epoch data is becoming the norm, making ...

1. Difference Equations -- 2. Lag Operators -- 3. Stationary ARMA Processes -- 4. Forecasting -- 5. Maximum Likelihood Estimation -- 6. Spectral Analysis -- 7 ...

Multivariate analysis in statistics is a set of useful methods for analyzing data when there are more than one variables under consideration. Multivariate analysis techniques may be used for several ...

This course is available on the MSc in Data Science, MSc in Econometrics and Mathematical Economics, MSc in Financial Mathematics, MSc in Health Data Science, MSc in Marketing, MSc in Mathematics and ...

Multivariate analysis in statistics is a set of useful methods for analyzing data when there are more than one variable under consideration. Multivariate analysis techniques may be used for several ...