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.
|Author||Jinyuan Chang, Bin Guo and Qiwei Yao|
|Maintainer||Bin Guo <[email protected]>|
|Package repository||View on CRAN|
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