Forecasting time series by functional PCA. Discussion of several weighted approaches.
Ana M. AguileraFrancisco A. OcañaMariano J. ValderramaPublished in: Comput. Stat. (1999)
Keyphrases
- principal component analysis
- neural network
- face recognition
- weather forecasting
- feature selection
- financial time series
- non stationary
- mackey glass
- chaotic time series
- weighting schemes
- principal components analysis
- data mining tasks
- stock market
- dimensionality reduction
- artificial neural networks
- high dimensional
- similarity measure
- data mining