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Technische Universität Dortmund >
Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, Technische Universität Dortmund >
Technical Reports, SFB 475, TU Dortmund >
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http://hdl.handle.net/10419/49370
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| Title: | | Latent variable analysis and partial correlation graphs for multivariate time series  |
| Authors: | | Fried, Roland Didelez, Vanessa |
| Issue Date: | | 2003 |
| Series/Report no.: | | Technical Report // Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2003,06 |
| Abstract: | | We investigate the possibility of exploiting partial correlation graphs for identifying interpretable latent variables underlying a multivariate time series. It is shown how the collapsibility and separation properties of partial correlation graphs can be used to understand the relation between a factor model and the structure among the observable variables. |
| Subjects: | | Time series analysis Dimension reduction Factor analysis Partial correlations |
| Document Type: | | Working Paper |
| Appears in Collections: | | Technical Reports, SFB 475, TU Dortmund
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