PCA4TS
Segmenting Multiple Time Series by Contemporaneous Linear Transformation
To seek for a contemporaneous linear transformation for a multivariate time series such that the transformed series is segmented into several lower-dimensional subseries, and those subseries are uncorrelated with each other both contemporaneously and serially.
- Version0.1
- R version≥ 3.1.1
- LicenseGPL-2
- Needs compilation?Yes
- Last release08/05/2015
Documentation
Team
Bin Guo
Jinyuan Chang
Qiwei Yao
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- Depends1 package
- Imports1 package