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

DOI10.1016/S0167-9473(98)00008-5MaRDI QIDQ1129105zbMATH OpenFDO

Authors Qiang Liu, Huiwen Wang

Publication date 13 August 1998

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

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)

Recommendations

• Conditional rotation between forecasting models
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Cites work

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

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