Multivariate Time Series Analysis The subroutines TSMULMAR, TSMLOMAR, and TSPRED analyze multivariate time series. The periodic AR model, TSPEARS, can also be estimated by using a vector AR procedure, ...

We present a method for conditional time series forecasting based on an adaptation of the recent deep convolutional WaveNet architecture. The proposed network contains stacks of dilated convolutions ...

This course is available on the MSc in Applicable Mathematics, MSc in Data Science, MSc in Econometrics and Mathematical Economics, MSc in Financial Mathematics, MSc in Marketing, ... Ruey S. Tsay, ...

In Part I of this article series, the authors discussed the regression control chart method for identifying out-of-trend data in pharmaceutical stability studies. In Part II, the by-time-point method ...