This data series is part of the Center for Monetary Research. The Treasury yield premium model by Jens H.E. Christensen and Glenn D. Rudebusch (CR) decomposes the nominal yield curve into three ...
Abstract: The middle reaches of the Yangtze River are important water sources and economic zones in China. Accurate water level forecasts are critical for water resource management and flood ...
Abstract: Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow ...
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