A new method for simultaneous estimation of the factor model parameters, factor scores, and unique parts.
Alwin StegemanPublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- experimental evaluation
- high accuracy
- preprocessing
- detection method
- computational cost
- high precision
- significant improvement
- parameter estimation
- optimization method
- synthetic data
- error rate
- dynamic programming
- pairwise
- objective function
- fully automatic
- similarity measure
- estimation process
- detection algorithm
- denoising
- least squares
- prior knowledge