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 ...

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

Chao Han, Scotland Leman, Leanna House, Covariance-Guided Mixture Probabilistic Principal Component Analysis (C-MPPCA), Journal of Computational and Graphical Statistics, Vol. 24, No. 1 (MARCH 2015), ...