Optimal dimension reduction for high-dimensional and functional time series (Q1656851): Difference between revisions
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scientific article
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English | Optimal dimension reduction for high-dimensional and functional time series |
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Optimal dimension reduction for high-dimensional and functional time series (English)
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10 August 2018
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dimension reduction
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time series
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principal components
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functional principal components
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dynamic principal components
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Karhunen-Loève expansion
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