Kernel-Based Dimension Reduction Method for Time Series Nowcasting
Nowcasts are closely related to big data. Currently, the most popular nowcast model-building approach is to use the factor bridge equation (BE) model or factor mixed data sampling (MIDAS) model, where the factors are extracted from large datasets using the principal component analysis (PCA) method....
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2024-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10742445/ |
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