Evaluation of Variance-Covariance-Matrix Application for Identifying Temporary Demand Shifts in a Forecast Evolution System.
Fabian BrockmannKlaus AltendorferPublished in: ISM (2021)
Keyphrases
- covariance matrix
- covariance matrices
- positive definite
- sample size
- principal component analysis
- gaussian mixture
- mahalanobis distance
- multivariate gaussian
- geometrical interpretation
- principal components
- relative entropy
- correlation matrix
- mahalanobis metric
- particle swarm optimization
- least squares
- eigenvalues and eigenvectors
- symmetric matrix
- class conditional densities