Canonical correlation for principal components of time series.
Seyed Yaser SamadiLynne BillardM. R. MeshkaniA. KhodadadiPublished in: Comput. Stat. (2017)
Keyphrases
- feature selection
- principal components
- canonical correlations
- mutual information
- dimensionality reduction
- feature set
- subspace learning
- principal component analysis
- canonical correlation analysis
- feature space
- discriminant analysis
- hyperplane
- principal components analysis
- discriminative learning
- principal component regression
- model selection
- dimension reduction
- covariance matrix
- discriminant function
- manifold learning
- subspace analysis
- low dimensional
- high dimensional