Factor Analysis for Extraction of Structural Components and Prediction in Time Series.
Carsten SchneiderGerhard ArmingerPublished in: GfKl (2006)
Keyphrases
- factor analysis
- independent components
- component analysis
- independent component analysis
- correlation analysis
- financial time series
- cluster analysis
- discriminant analysis
- matrix factorization
- statistical tests
- automatic model selection
- correspondence analysis
- stock market
- box jenkins
- neural network
- non stationary
- classification and regression trees
- data mining
- blind source separation
- supervised learning
- latent factors
- lower bound
- computer vision