Sparse principal component analysis for high dimensional multivariate time series

Journal of Machine Learning Research

Volumn 31, Issue , 2013, Pages 48-56

  Wang, Zhaoran ^a   Han, Fang ^b   Liu, Han ^a  

^a Princeton University   (United States)

^b JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ARTIFICIAL INTELLIGENCE; COVARIANCE MATRIX; FINANCIAL DATA PROCESSING; MEDICAL IMAGING; MULTIVARIANT ANALYSIS; TIME SERIES; TIME SERIES ANALYSIS;

BIOMEDICAL IMAGING; FINANCIAL TIME SERIES; MULTIVARIATE TIME SERIES; NUISANCE PARAMETER; PRINCIPAL COMPONENTS; RATES OF CONVERGENCE; SPARSE PRINCIPAL COMPONENT ANALYSIS; TRANSITION MATRICES;

PRINCIPAL COMPONENT ANALYSIS;

EID: 84954233512     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Conference Paper

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