Generalized principal component analysis for moderately non-stationary vector time series (Q830695): Difference between revisions
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Revision as of 10:18, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized principal component analysis for moderately non-stationary vector time series |
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Generalized principal component analysis for moderately non-stationary vector time series (English)
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7 May 2021
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dimension reduction
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eigenanalysis
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moving cross-covariance
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moving cross-correlation
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multivariate time series
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non-stationary data
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