White Noise Tests and APT Economic Factor Syntheses Using Temporal Factor Analysis.

Kai Chun Chiu Lei Xu

Published in: JCIS (2002)

Keyphrases

factor analysis
white noise
statistical tests
independent component analysis
markov processes
noise model
cluster analysis
non stationary
noise reduction
discriminant analysis
matrix factorization
gaussian noise
bandpass
random noise
sample size
bayesian networks
clustering method
recommender systems