Variable grouping in multivariate time series via correlation
نویسندگان
چکیده
منابع مشابه
Variable grouping in multivariate time series via correlation
The decomposition of high-dimensional multivariate time series (MTS) into a number of low-dimensional MTS is a useful but challenging task because the number of possible dependencies between variables is likely to be huge. This paper is about a systematic study of the "variable groupings" problem in MTS. In particular, we investigate different methods of utilizing the information regarding corr...
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ژورنال
عنوان ژورنال: IEEE Transactions on Systems, Man and Cybernetics, Part B (Cybernetics)
سال: 2001
ISSN: 1083-4419
DOI: 10.1109/3477.915346