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Forecasting high-dimensional time series plays a crucial role in many applications such as demand forecasting and financial predictions.
Some recent advances in forecasting and control
George EP Box and Gwilym M Jenkins · 1968
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General exponential smoothing and the equivalent arma process
ED McKenzie · 1984
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Designing and managing the supply chain: Concepts, strategies, and case studies, david simchi-levi philip kaminsky edith simchi-levi
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Financial time series forecasting using support vector machines
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