Open AccessDimension Reduction for Time Series in a Blind Source Separation Context Using R
Author(s) -
Klaus Nordhausen,
Markus Matilainen,
Jorma K. Miettinen,
Joni Virta,
Sara Taskinen
Publication year - 2021
Publication title -
journal of statistical software
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 7.636
H-Index - 145
ISSN - 1548-7660
DOI - 10.18637/jss.v098.i15
Subject(s) - dimensionality reduction , series (stratigraphy) , dimension (graph theory) , context (archaeology) , covariance , uncorrelated , computer science , sliced inverse regression , reduction (mathematics) , sufficient dimension reduction , time series , volatility (finance) , multivariate statistics , algorithm , mathematics , artificial intelligence , econometrics , statistics , machine learning , paleontology , geometry , pure mathematics , biology