With ridge2f (type ?ridge2f in R console for more details), the model from : Moudiki, T., Planchet, F., & Cousin, A. (2018). Multiple time series forecasting using ...
Abstract: This brief presents a curve clustering technique based on a new multivariate model. Instead of the usual Gaussian random effect model, our method uses the multivariate -distribution model ...
Abstract: Multivariate time series (MTS) forecasting is considered as a challenging task due to complex and nonlinear interdependencies between time steps and series. With the advance of deep learning ...