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- W2034686812 abstract ". The canonical correlation between the past and future of a stationary time series is shown to be the limit of the canonical correlation between the infinite past and finite future, and computation of the latter is reduced to an eigenvalue problem invovling finite matrices. This provides a convenient finite-dimensional algorithm for computing canonical correlations and components of a time series. An upper bound is conjectured for the largest canonical correlation." @default.
- W2034686812 created "2016-06-24" @default.
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- W2034686812 date "1992-07-01" @default.
- W2034686812 modified "2023-09-28" @default.
- W2034686812 title "COMPUTATION OF CANONICAL CORRELATION BETWEEN PAST AND FUTURE OF A TIME SERIES" @default.
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- W2034686812 doi "https://doi.org/10.1111/j.1467-9892.1992.tb00112.x" @default.
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