Principal Component Analysis of Time Series 1,2
J. Richard Stewart · OhioLink ETD Center (Ohio Library and Information Network) · 1970
The primary purpose of this dissertation is to investigate the properties of the principal components of a finite set of random variables comprising a part of a discrete time series. In the first chapter, the covariance structure between a set of random variables y, x sub 1,...,x sub p, which yields the result that the first k(