Principal components analysis of nonstationary time series data.
Joseph Ryan G. LansanganErniel B. BarriosPublished in: Stat. Comput. (2009)
Keyphrases
- non stationary
- principal components analysis
- financial time series
- covariance matrix
- dimensionality reduction
- principal components
- autoregressive
- support vector machine
- text categorisation
- exploratory data analysis
- linear discriminant analysis
- adaptive algorithms
- random fields
- high dimensional
- multivariate time series
- feature extraction
- concept drift
- data sets
- stock price
- texture analysis
- principal component analysis
- data points
- probabilistic model
- fractional brownian motion
- hand geometry