Modeling and generating multivariate time series with arbitrary marginals and autocorrelation structures

Keyphrases

• Input Model 100%
• Autocorrelation Structure 100%
• Multivariate Time Series 100%
• Multivariate Inputs 100%
• Modeling Tools 50%
• Challenging Problems 50%
• Model Fitting 50%
• Generation Method 50%
• Model Support 50%
• Data Fitting 50%
• Random Variate 50%
• Framework Fit 50%

Mathematics

• Input Process 100%
• Marginals 100%
• Autocorrelation 100%
• Model Fit 50%
• Data Fitting 50%
• Modeling Tool 50%

Computer Science

• Multivariate Time Series 100%
• Computer Simulation 100%
• Data Generation 50%