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COMPARISON BETWEEN TWO DIMENSIONALITY REDUCTION METHODS IN TIME SERIES COMPARACIÓN ENTRE DOS MÉTODOS DE REDUCCIÓN DE DIMENSIONALIDAD EN SERIES DE TIEMPO

Two methods of dimensionality reduction of multivariate stationary time series are analyzed: Peña-Box’s methodology in the time domain and Brillinger’s methodology in the frequency domain. Two failures of Peña-Box’s methodology were found, and their corrections are given. Also the two methods are co...

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Detalhes bibliográficos
Autor principal: Zhang Hanwen
Formato: Artigo
Idioma:Inglês
Publicado em: Universidad Nacional de Colombia 2009-11-01
Colecção:Revista Colombiana de Estadística
Assuntos:
Acesso em linha:http://www.revistas.unal.edu.co/index.php/estad/article/view/29762
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