Competitive principal component analysis for locally stationary time series.
Craig L. FancourtJosé Carlos PríncipePublished in: IEEE Trans. Signal Process. (1998)
Keyphrases
- principal component analysis
- non stationary
- principal components
- dimensionality reduction
- independent component analysis
- covariance matrix
- face images
- dimension reduction
- multivariate time series
- feature extraction
- face recognition
- dynamic time warping
- discriminant analysis
- financial time series
- feature space
- weather forecasting
- singular value decomposition
- linear discriminant analysis
- negative matrix factorization
- stock price
- neural network
- random projections
- subsequence matching
- neural classifier
- chronic hepatitis
- autoregressive
- low dimensional
- long term
- preprocessing
- data streams
- image sequences
- image processing
- computer vision