JOURNAL ARTICLE
Projection Pursuit Autoregression in Time Series
Year: 1999 Journal: Journal of Time Series Analysis Vol: 20 (6)Pages: 693-714 Publisher: Wiley
Abstract
Projection pursuit regression is an efficient method of coping with the ‘curse of dimensionality’ in nonparametric regressions. An extension of the idea of projection pursuit regression to nonparametric autoregressions in time series is made in this paper. Some related theories are constructed.
Keywords:
Projection pursuit Mathematics Nonparametric statistics Econometrics Curse of dimensionality Autoregressive model Series (stratigraphy) Projection (relational algebra) Time series Regression Nonparametric regression Statistics Algorithm
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39
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1.17
FWCI (Field Weighted Citation Impact)
0
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0.79
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Citation History
Topics
Advanced Measurement and Detection Methods
Physical Sciences → Engineering → Electrical and Electronic Engineering
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