38 citations · 42 across the 3 of their papers we have counts for
3 papers
Vector AutoRegressive Moving Average Models: A Review
Marie-Christine Düker, David S. Matteson, Ruey S. Tsay +1
Vector AutoRegressive Moving Average (VARMA) models form a powerful and general model class for analyzing dynamics among multiple time series. While VARMA models encompass the Vect…
Tree-based Forecasting of Day-ahead Solar Power Generation from Granular Meteorological Features
Nick Berlanger, Noah van Ophoven, Tim Verdonck +1
Accurate forecasts for day-ahead photovoltaic (PV) power generation are crucial to support a high PV penetration rate in the local electricity grid and to assure stability in the g…
High Dimensional Forecasting via Interpretable Vector Autoregression
William B. Nicholson, Ines Wilms, Jacob Bien +1
Vector autoregression (VAR) is a fundamental tool for modeling multivariate time series. However, as the number of component series is increased, the VAR model becomes overparamete…