Principal component analysis and interpolation of stochastic processes: methods and simulation

1 January 1987

journal article
research article
Published by Taylor & Francis in Journal of Applied Statistics

Vol. 14 (3) , 251-267
https://doi.org/10.1080/02664768700000030

Abstract

This work proposes a theoretical and experimental study of the Principal Component Analysis of a stochastic Process (PCAP). It aims to clarify the theoretical framework and provides a simulation experimental basis for evaluating potential errors when using the PCAP as a mapping technique.

Keywords

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