PCA4TS: Segmenting Multiple Time Series by Contemporaneous Linear Transformation

To seek for a contemporaneous linear transformation for a multivariate time series such that the transformed series is segmented into several lower-dimensional subseries, and those subseries are uncorrelated with each other both contemporaneously and serially.

Version:	0.1
Depends:	R (≥ 3.1.1)
Imports:	tseries
Published:	2015-08-05
Author:	Jinyuan Chang, Bin Guo and Qiwei Yao
Maintainer:	Bin Guo <guobin1987 at pku.edu.cn>
License:	GPL-2
NeedsCompilation:	yes
In views:	TimeSeries
CRAN checks:	PCA4TS results

Documentation:

Reference manual:

PCA4TS.pdf

Downloads:

Package source:	PCA4TS_0.1.tar.gz
Windows binaries:	r-devel: PCA4TS_0.1.zip, r-release: PCA4TS_0.1.zip, r-oldrel: PCA4TS_0.1.zip
macOS binaries:	r-release (arm64): PCA4TS_0.1.tgz, r-oldrel (arm64): PCA4TS_0.1.tgz, r-release (x86_64): PCA4TS_0.1.tgz, r-oldrel (x86_64): PCA4TS_0.1.tgz

Linking:

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