A method of attaining sparsity of principal components in time series data
Abstract (Dimension reduction procedure have been extensively used for cross-sectional and time series data. One of the common tools for dimension and reduction is Principal Component Analysis (PCA). A possible drawback however is the difficulty in interpretation of the first few principal component...
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| Médium: | Diplomová práce |
| Jazyk: | English |
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2006.
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