Moving dynamic principal component analysis for non-stationary multivariate time series (Q2667028)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moving dynamic principal component analysis for non-stationary multivariate time series |
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Moving dynamic principal component analysis for non-stationary multivariate time series (English)
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23 November 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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