COMPUTATION OF CANONICAL CORRELATION BETWEEN PAST AND FUTURE OF A TIME SERIES (Q4696584)
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scientific article; zbMATH DE number 221011
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMPUTATION OF CANONICAL CORRELATION BETWEEN PAST AND FUTURE OF A TIME SERIES |
scientific article; zbMATH DE number 221011 |
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COMPUTATION OF CANONICAL CORRELATION BETWEEN PAST AND FUTURE OF A TIME SERIES (English)
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29 June 1993
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time domain algorithms
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canonical correlation
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stationary time series
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infinite past
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finite future
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finite matrices
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finite-dimensional algorithm
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upper bound
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largest canonical correlation
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