Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/49351 
Year of Publication: 
2003
Series/Report no.: 
Technical Report No. 2003,02
Publisher: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
Abstract: 
A modified version of principal component analysis (PCA) for time series is investigated. The approach is in the frequency domains as in Brillinger (1975). Available knowledge on the subject matter can be incorporated via rotational methods. This eases the interpretation of the obtained component series. An application to the hemodynamic data from intensive care yields clinically meaningful component series of low dimension. We describe the results from this application and compare them with those obtained standard PCA.
Document Type: 
Working Paper

Files in This Item:
File
Size
272.41 kB
500.9 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.