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- W3005836153 abstract "Chang et al. (2016) extended PCA by finding a linear transformation of the original variables such that the transformed series is segmented into uncorrelated subseries with lower dimensions. This method is called TS-PCA. In our current research, we will extend TS-PCA by reducing the dimension of the transformed subseries further by applying GDPCA by Pena and Yohai (2016) to the results from TS-PCA, and possibly reach a further dimension reduction. Hence, the proposed method is a combination of TS-PCA and GDPCA." @default.
- W3005836153 created "2020-02-24" @default.
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- W3005836153 date "2017-05-19" @default.
- W3005836153 modified "2023-09-25" @default.
- W3005836153 title "Dimension reduction for stationary multivariate time series data" @default.
- W3005836153 hasPublicationYear "2017" @default.
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