Outliers Detection in Multivariate Time Series by Independent Component Analysis (Q5457593): Difference between revisions

@@ Property / DOI @@
-.1162/neco.2007.19.7.1962
@@ Property / DOI: 10.1162/neco.2007.19.7.1962 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1162/neco.2007.19.7.1962
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@@ Property / OpenAlex ID @@
+W2171778903
@@ Property / OpenAlex ID: W2171778903 / rank @@
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@@ Property / cites work @@
+Intervention analysis and multiple time series
@@ Property / cites work: Intervention analysis and multiple time series / rank @@
+Normal rank
@@ Property / cites work @@
+Determining the Number of Factors in Approximate Factor Models
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+Joint Estimation of Model Parameters and Outlier Effects in Time Series
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+Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
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+Forecasting Using Principal Components From a Large Number of Predictors
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+Outliers in multivariate time series
@@ Property / cites work: Outliers in multivariate time series / rank @@
+Normal rank
@@ Property / DOI @@
+.1162/NECO.2007.19.7.1962
@@ Property / DOI: 10.1162/NECO.2007.19.7.1962 / rank @@
+Normal rank