Canonical Correlation Analysis of Time-Series and Stochastic Realization
نویسندگان
چکیده
منابع مشابه
Stochastic Canonical Correlation Analysis
We tightly analyze the sample complexity of CCA, provide a learning algorithm that achieves optimal statistical performance in time linear in the required number of samples (up to log factors), as well as a streaming algorithm with similar guarantees.
متن کاملStochastic Approximation for Canonical Correlation Analysis
We study canonical correlation analysis (CCA) as a stochastic optimization problem. We show that regularized CCA is efficiently PAC-learnable. We give stochastic approximation (SA) algorithms that are instances of stochastic mirror descent, which achieve -suboptimality in the population objective in time poly( 1 , 1 δ , d) with probability 1− δ, where d is the input dimensionality.
متن کاملStochastic Processes for Canonical Correlation Analysis
We consider two stochastic process methods for performing canonical correlation analysis (CCA). The first uses a Gaussian Process formulation of regression in which we use the current projection of one data set as the target for the other and then repeat in the opposite direction. The second uses a Dirichlet process of Gaussian models where the Gaussian models are determined by Probabilistic CC...
متن کاملa time-series analysis of the demand for life insurance in iran
با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند
On Canonical Analysis of Multivariate Time Series
Canonical correlation analysis has been widely used in the literature to identify the underlying structure of a multivariate linear time series. Most of the studies assume that the innovations to the multivariate system are Gaussian. On the other hand, there are many applications in which the normality assumption is either questionable or clearly inadequate. For example, most empirical time ser...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
سال: 2004
ISSN: 2188-4730,2188-4749
DOI: 10.5687/sss.2004.1