Evolutionary factor analysis of replicated time series
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Publication:4649059
DOI10.1111/J.1541-0420.2012.01744.XzbMATH Open1272.62075OpenAlexW2063224808WikidataQ43803803 ScholiaQ43803803MaRDI QIDQ4649059FDOQ4649059
Authors: Giovanni Motta, Hernando C. Ombao 
Publication date: 19 November 2012
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1541-0420.2012.01744.x
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Cites Work
- Inferential Theory for Factor Models of Large Dimensions
- Fitting time series models to nonstationary processes
- SLEX Analysis of Multivariate Nonstationary Time Series
- Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
- A Flexible and Fast Method for Automatic Smoothing
- Locally Adaptive Bandwidth Choice for Kernel Regression Estimators
- Locally stationary factor models: identification and nonparametric estimation
Cited In (10)
- Principal component analysis using frequency components of multivariate time series
- Factor modeling of multivariate time series: a frequency components approach
- Modeling dependence via copula of functionals of Fourier coefficients
- A semiparametric latent factor model for large scale temporal data with heteroscedasticity
- Matrix factorization for evolution data
- Break point detection for functional covariance
- Online learning of time-varying stochastic factor structure by variational sequential Bayesian factor analysis
- Evolutionary state-space model and its application to time-frequency analysis of local field potentials
- A study of longitudinal trends in time-frequency transformations of EEG data during a learning experiment
- Neuronal spike train analysis using Gaussian process models
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