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Factor analysis for high-dimensional time series: Consistent estimation and efficient computation.
Qiang Xia
Heung Wong
Shirun Shen
Kejun He
Published in:
Stat. Anal. Data Min. (2022)
Keyphrases
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efficient computation
factor analysis
high dimensional time series
independent component analysis
computational efficiency
discriminant analysis
cluster analysis
matrix factorization
statistical tests
data sets
multi dimensional
data mining
feature selection
lower bound