Principal component analysis using frequency components of multivariate time series.
Raanju R. SundararajanPublished in: Comput. Stat. Data Anal. (2021)
Keyphrases
- multivariate time series
- principal component analysis
- dimension reduction
- multivariate time series data
- principal components
- dimensionality reduction
- temporal data
- linear discriminant analysis
- low dimensional
- feature extraction
- feature space
- phase space reconstruction
- face recognition
- temporal patterns
- singular value decomposition
- face images
- autoregressive
- categorical data
- parameter estimation
- high dimensional data
- temporal reasoning
- optical flow