Vector time series data are widely met in practice. In this paper we propose a multivariate functional-coefficient regression model with heteroscedasticity for modelling such data.

Transitional regression models (TRMs), signifying nonlinear regression models expressed in terms of conditional means and variances given past observations, provide a unifying framework for two ...

As the title “Practical Regression” suggests, these notes are a guide to performing regression in practice. This technical note discusses time-series data. The note explains the concept of a time ...

Learn how ARIMA models use time series data for accurate short-term forecasting. Discover its pros, cons, and essential tips ...

Learn how to do time series regression using a neural network, with 'rolling window' data, coded from scratch, using Python.

Learn how to do time series regression using a neural network, with 'rolling window' data, coded from scratch, using Python.