Graphical Principal Component Analysis of Multivariate Functional Time Series

IF 3 1区数学 Q1 STATISTICS & PROBABILITY

Journal of the American Statistical Association Pub Date : 2024-01-08 DOI:10.1080/01621459.2024.2302198

Jianbin Tan, Decai Liang, Yongtao Guan, Hui Huang

引用次数: 0

Abstract

In this paper, we consider multivariate functional time series with a two-way dependence structure: a serial dependence across time points and a graphical interaction among the multiple functions w...

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多变量函数时间序列的图形主成分分析

在本文中，我们考虑了具有双向依赖结构的多变量函数时间序列：跨时间点的序列依赖和多个函数之间的图形交互作用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of the American Statistical Association 数学-统计学与概率论

CiteScore

7.50

自引率

8.10%

发文量

168

审稿时长

12 months

期刊介绍： Established in 1888 and published quarterly in March, June, September, and December, the Journal of the American Statistical Association ( JASA ) has long been considered the premier journal of statistical science. Articles focus on statistical applications, theory, and methods in economic, social, physical, engineering, and health sciences. Important books contributing to statistical advancement are reviewed in JASA . JASA is indexed in Current Index to Statistics and MathSci Online and reviewed in Mathematical Reviews. JASA is abstracted by Access Company and is indexed and abstracted in the SRM Database of Social Research Methodology.