Centered and non-centered principal component analyses in the frequency domain

DOI10.1016/j.spl.2009.09.017zbMath1178.62066OpenAlexW2028349659MaRDI QIDQ1049188

Alain Boudou, Yves Romain, Emmanuel Nicolas Cabral

Publication date: 8 January 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.09.017

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Inference from stochastic processes and spectral analysis (62M15)

Related Items (1)

Sparse common component analysis for multiple high-dimensional datasets via noncentered principal component analysis

Uses Software

• astsa

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• Geometrical interpretation of the PCA subspace approach for overdetermined blind source separation
• Operators as spectral integrals of operator-valued functions from the study of multivariate stationary stochastic processes
• Principal component analysis for a stationary random function defined on a locally compact abelian group
• On spectral and random measures associated to discrete and continuous-time processes
• Time Series

This page was built for publication: Centered and non-centered principal component analyses in the frequency domain