Principal component analysis with autocorrelated data

DOI10.1080/00949655.2020.1764556OpenAlexW3024579803MaRDI QIDQ5036860

Bartolomeu Zamprogno, Pascal Bondon, Valdério Anselmo Reisen, Higor Henrique Aranda Cotta, Neyval C. jun. Reis

Publication date: 23 February 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://hal-centralesupelec.archives-ouvertes.fr/hal-02560885/file/SourcepaperJSAC-Revis2020v3final5_nocolor.pdf

zbMATH Keywords

eigenvalueprincipal component analysisair pollutioncross-correlationautocorrelation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Stability of principal components under normal and non-normal parent populations and different covariance structures scenarios

Uses Software

• R

Cites Work

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