Principal component analysis using frequency components of multivariate time series

DOI10.1016/j.csda.2020.107164OpenAlexW3120239893MaRDI QIDQ830499

Raanju R. Sundararajan

Publication date: 7 May 2021

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

Full work available at URL: https://arxiv.org/abs/2010.04515

zbMATH Keywords

principal component analysisdimension reductionmultivariate time seriesspectral domainspectral matrix

Mathematics Subject Classification ID

Statistics (62-XX)

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