| Publication type: | Conference paper |
| Type of review: | Peer review (abstract) |
| Title: | Forecasting correlation structures |
| Authors: | Schüle, Martin Ott, Thomas Schwendner, Peter |
| Proceedings: | Proceedings of the 2016 international symposium on nonlinear theory and its applications |
| Conference details: | 2016 International Symposium on Nonlinear Theory and Its Applications (NOLTA2016), Yugawara, Japan, 27-30 November 2016 |
| Issue Date: | 2016 |
| Publisher / Ed. Institution: | IEICE |
| Language: | English |
| Subjects: | Complex systems; Forecasting; Econometrics |
| Subject (DDC): | 510: Mathematics |
| Abstract: | Often the signature of a complex system is a couple of empirically found time series. As the exact processes generating these series are often unknown, one contents oneself with mere data analysis, i.e., an analysis of the statistical features of the time series. Beyond the individual statistical characteristics of the time series, a key tool to investigate the structural behaviour of the complex system is considering the correlation structure, i.e. the system of pairwise correlations between the time series. |
| URI: | https://digitalcollection.zhaw.ch/handle/11475/13153 |
| Fulltext version: | Published version |
| License (according to publishing contract): | Licence according to publishing contract |
| Departement: | School of Management and Law |
| Organisational Unit: | Institute of Computational Life Sciences (ICLS) |
| Appears in collections: | Publikationen School of Management and Law |
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Schüle, M., Ott, T., & Schwendner, P. (2016). Forecasting correlation structures. Proceedings of the 2016 International Symposium on Nonlinear Theory and Its Applications.
Schüle, M., Ott, T. and Schwendner, P. (2016) ‘Forecasting correlation structures’, in Proceedings of the 2016 international symposium on nonlinear theory and its applications. IEICE.
M. Schüle, T. Ott, and P. Schwendner, “Forecasting correlation structures,” in Proceedings of the 2016 international symposium on nonlinear theory and its applications, 2016.
SCHÜLE, Martin, Thomas OTT und Peter SCHWENDNER, 2016. Forecasting correlation structures. In: Proceedings of the 2016 international symposium on nonlinear theory and its applications. Conference paper. IEICE. 2016
Schüle, Martin, Thomas Ott, and Peter Schwendner. 2016. “Forecasting Correlation Structures.” Conference paper. In Proceedings of the 2016 International Symposium on Nonlinear Theory and Its Applications. IEICE.
Schüle, Martin, et al. “Forecasting Correlation Structures.” Proceedings of the 2016 International Symposium on Nonlinear Theory and Its Applications, IEICE, 2016.
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