A novel algorithm for dynamic factor analysis

Applied Mathematics and Computation

Volumn 175, Issue 2, 2006, Pages 1288-1297

  Huang, Jih Jeng ^a   Tzeng, Gwo Hshiung ^b,c   Ong, Chorng Shyong ^a  

^a NATIONAL TAIWAN UNIVERSITY   (Taiwan)

^b NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

^c KAINAN UNIVERSITY   (Taiwan)

Author keywords

Cross correlation matrices (CCM); Dynamic factor model; Factor analysis; Independent component analysis (ICA); Time series

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; INDEPENDENT COMPONENT ANALYSIS; NUMERICAL METHODS; PROBLEM SOLVING; TIME SERIES ANALYSIS;

CROSS-CORRELATION MATRICES (CCM); DYNAMIC FACTOR MODELS; FACTOR ANALYSIS; TIME SERIES DATA;

DYNAMIC PROGRAMMING;

EID: 33645867652     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2005.08.032     Document Type: Article

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