- Version 0.4.0
- By i4cast LLC
The long-memory dynamic factor model (LMDFM) algorithm is to make (1) analysis of observed multiple (vector) time-series, (2) multi-step forecasts of multivariate (vector) time-series, and (3) multi-step forecasts of multivariate volatility (variance-covariance matrix) of vector time-series. The...
Algorithm - Fulfilled on Amazon SageMaker