PCA and FA model for Matrix Valued Time Series Data

Due to the advance of storage technology in computers, matrix valued time series observations are collecting in many fields like finance, economics, weather forecasting, and many fields. The matrix valued data bring information along its row wise and column wise, and if they are collect over the tim...

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Bibliographic Details
Main Author: TharinduPriyanDeAlwis, MahappuKankanamge
Format: Others
Published: OpenSIUC 2017
Subjects:
FA
PCA
Online Access:https://opensiuc.lib.siu.edu/theses/2197
https://opensiuc.lib.siu.edu/cgi/viewcontent.cgi?article=3211&context=theses