A noisy principal component analysis for forward rate curves.
Márcio Poletti LauriniAlberto OhashiPublished in: Eur. J. Oper. Res. (2015)
Keyphrases
- principal component analysis
- principal components
- independent component analysis
- dimensionality reduction
- noisy environments
- feature extraction
- low dimensional
- covariance matrix
- singular value decomposition
- discriminant analysis
- neural network
- endpoints
- incomplete data
- linear discriminant analysis
- noisy data
- real time
- b spline
- missing data
- recognition rate
- image processing
- critical points
- negative matrix factorization
- differential geometry
- neural classifier