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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.
Getting started
Browse package contents
Package details |
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| Author | Jinyuan Chang, Bin Guo and Qiwei Yao |
| Maintainer | Bin Guo <guobin1987@pku.edu.cn> |
| License | GPL-2 |
| Version | 0.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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