Principal components analysis of nonstationary time series data

Statistics and Computing

Volumn 19, Issue 2, 2009, Pages 173-187

  Lansangan, Joseph Ryan G ^a   Barrios, Erniel B ^a  

^a UNIVERSITY OF THE PHILIPPINES   (Philippines)

Author keywords

Nonstationarity; Principal components analysis; Singular value decomposition; Sparse principal components analysis; Time series

Indexed keywords

EID: 59849117631     PISSN: 09603174     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11222-008-9082-y     Document Type: Article

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