Multivariate Analysis in Vector Time Series

Authors

  • Pedro Galeano Departamento de Estadistica y Econometria, Universidad Carlos III de Madrid
  • Daniel Pella Peña Departamento de Estadistica y Econometria, Universidad Carlos III de Madrid

DOI:

https://doi.org/10.11606/resimeusp.v4i4.75002

Keywords:

Canonical Analysis, Cluster Analysis

Abstract

This paper reviews the applications of classical multivariate techniques for discrimination, clustering and dimension reduction for time series data.

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Issue

Vol. 4 No. 4 (2000)

Section

Contents

How to Cite

Multivariate Analysis in Vector Time Series. (2014). Resenhas Do Instituto De Matemática E Estatística Da Universidade De São Paulo, 4(4), 383-403. https://doi.org/10.11606/resimeusp.v4i4.75002