Forecast modelling for rotations of principal axes of multidimensional data sets.

DOI10.1016/S0167-9473(98)00008-5zbMATH Open1042.62562MaRDI QIDQ1129105FDOQ1129105

Authors: Qiang Liu, Huiwen Wang 

Publication date: 13 August 1998

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

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zbMATH Keywords

ForecastingMultidimensional data setPrincipal axes, Matrix rotation decomposing

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes and prediction (62M20)

Cites Work

• Generation of Random Orthogonal Matrices
• A necessary test of goodness of fit for sphericity

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