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Spatial Dynamic Factor Analysis
Bayesian inference forecasting Gaussian process spatial interpolation random fields
2009/9/22
A new class of space-time models derived from standard dynamic fac-
tor models is proposed. The temporal dependence is modeled by latent factors
while the spatial dependence is modeled by the factor...
Dynamic factor models have a wide range of applications in econometrics and applied economics. The basic motivation resides in their capability of reducing a large set of time series to only few indic...