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Open Access research that power business decision making...

Strathprints makes available scholarly Open Access research by the Department of Management Science. This includes research that seeks to develop theory, solution methods and algorithms for confronting solving optimisation and predictive analytics problems arising from real-world situations, such as those arising in manufacturing, logistics, health and energy.

Management Science also explores the application of management science within healthcare organisations, the deployment of data analytics in the creation of risk-based decision support systems, and supply chain risk management.

Explore research outputs by Management Science -- or explore all of Strathclyde's Open Access research...

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Jump to: 2021 | 2020 | 2017
Number of items: 11.

2021

Alshammri, Fayed and Pan, Jiazhu (2021) Moving dynamic principal component analysis for non-stationary multivariate time series. Computational Statistics, 36 (3). pp. 2247-2287. ISSN 1613-9658

Alshammri, Fayed and Pan, Jiazhu (2021) Generalized principal component analysis for moderately non-stationary vector time series. Journal of Statistical Planning and Inference, 212. pp. 201-225. ISSN 0378-3758

2020

Alshammri, Fayed Awdah M (2020) GTSPCA : Generalized Principal Component Analysis for Non-Stationary Vector Time Series. University of Strathclyde, Glasgow.

Alshammri, Fayed Awdah M (2020) MDPCA : Moving Dynamic Principal Component Analysis for Non-Stationary Multivariate Time Series. University of Strathclyde, Glasgow.

Alshammri, Fayed Awdah M (2020) MpermutMax : The Maximum Moving Cross-Correlation Method. University of Strathclyde, Glasgow.

Alshammri, Fayed Awdah M (2020) QMDPCA : Quadratic Moving Dynamic Principal Component Analysis for Non-Stationary Multivariate Time Series. University of Strathclyde, Glasgow.

Alshammri, Fayed Awdah M (2020) RCCM : Retained Component Criterion for the Moving Dynamic Principal Component Analysis. University of Strathclyde, Glasgow.

Alshammri, Fayed Awdah M (2020) RCCQ : Retained Component Criterion for the Quadratic Moving Dynamic Principal Component Analysis. University of Strathclyde, Glasgow.

Alshammri, Fayed Awdah M (2020) macf : Moving Auto- and Cross-correlation Function. University of Strathclyde, Glasgow.

Alshammri, Fayed Awdah M (2020) mcov : Moving Cross-covariance Matrix. University of Strathclyde, Glasgow.

2017

Alshammri, Fayed and Pan, Jiazhu (2017) Dimension reduction for stationary multivariate time series data. In: The Education, Research, Humanities, and Statistics International Conference, 2017-05-19 - 2019-05-19.

This list was generated on Fri Jul 30 22:07:56 2021 BST.