Latent variable analysis and partial correlation graphs for multivariate time series (Q2483898)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2190403
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Latent variable analysis and partial correlation graphs for multivariate time series |
scientific article; zbMATH DE number 2190403 |
Statements
Latent variable analysis and partial correlation graphs for multivariate time series (English)
0 references
1 August 2005
0 references
We investigate the possibility of exploiting partial correlation graphs for identifying interpretable latent variables underlying a multivariate time series. It is shown how the collapsibility and separation properties of partial correlation graphs can be used to understand the relation between a factor model and the structure among the observable variables.
0 references
Time series analysis
0 references
Dimension reduction
0 references
Factor analysis
0 references
Partial correlations
0 references
0 references
0 references
0.7909241318702698
0 references
0.7559715509414673
0 references
0.7480617165565491
0 references
0.731940746307373
0 references
0.7272900938987732
0 references
