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Dimension Reduction in Time Series via Partially Quanti ed Principal Componen
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 Title & Authors
Dimension Reduction in Time Series via Partially Quanti ed Principal Componen
Park, J.A.; Hwang, S.Y.;
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 Abstract
We investigate a possible achievement in dimension reduction of time series via partially quantified principal component. Partial quantification technique allows us in modeling to accommodate artificial variable(s) of practical importance which is defined subjectively by the data analyst. Suggested procedures are described and in turn illustrated in detail by analyzing monthly unemployment rates in Korea.
 Keywords
Partial quanti cation;seasonal time series;dimension reduction;
 Language
Korean
 Cited by
 References
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