Global ETD Search
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Showing 1 to 2 of 2 for “"Multivariate Forecasting"”.
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Bayesian Computation for Variable Selection and Multivariate Forecasting in Dynamic Models
… series analysis due to the need for sequential forecasting and updating of model parameters as data is observed. This dissertation presents techniques for efficient Bayesian computation in multivariate time series analysis. Computational scalability is a core focus of this work, and often rests …
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Structure combination of forecasting models with application in the energy sector
… of neural networks, and highlights their use in forecasting within the energy sector. Research gaps are identified and the questions to be addressed in this research are set, thus leading to three empirical studies. The first study provides a detailed sensitivity analysis of the goodness-of-fit …