Principal component analysis for non-stationary time series based on detrended cross-correlation analysis (Q332821)
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scientific article; zbMATH DE number 6649662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Principal component analysis for non-stationary time series based on detrended cross-correlation analysis |
scientific article; zbMATH DE number 6649662 |
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Principal component analysis for non-stationary time series based on detrended cross-correlation analysis (English)
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9 November 2016
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non-stationary principal component analysis
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detrended cross-correlation analysis
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multidimensional non-stationary time series
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0.89843655
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0.8926182
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0.88936836
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0.88597625
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0.8813619
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