We extend the principal component analysis (PCA) to second-order stationary vector time series in the sense that we seek for a contemporaneous linear transformation for a p-variate time series such ...

Juliana B. de Souza, Valdério A. Reisen, Glaura C. Franco, Márton Ispány, Pascal Bondon, Jane Meri Santos, Generalized additive models with principal component analysis: an application to time series ...

Researchers at Nanjing University of Science and Technology (NJUST) developed PCA-3DSIM, a mathematically grounded ...