Principal Component Analysis for Weighted Data in the Procedure of Multidimensional Statistical Forecasting

Purpose of the research. Let’s assume that the dynamics of the state of some object is being investigated. Its state is described by a system of specified indicators. Among them, some may be a linear combination of other indicators. The aim of any forecasting procedure is to solve two problems: firs...

Full description

Bibliographic Details
Main Authors: V. V. Nikitin, D. V. Bobin
Format: Article
Language:Russian
Published: Plekhanov Russian University of Economics 2021-05-01
Series:Statistika i Èkonomika
Subjects:
Online Access:https://statecon.rea.ru/jour/article/view/1539