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Mathematics / Singular value decomposition / Statistical forecasting / Time series analysis / Spectral theory / Forecasting / Spectrum / Dynamic factor / Eigenvalues and eigenvectors / Algebra / Statistics / Data analysis
Date: 2005-12-13 13:11:31
Mathematics
Singular value decomposition
Statistical forecasting
Time series analysis
Spectral theory
Forecasting
Spectrum
Dynamic factor
Eigenvalues and eigenvectors
Algebra
Statistics
Data analysis

Understanding and Comparing Factor-Based Forecasts

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