Browsing Contribucions a congressos by Author "Gómez Ramírez, Eduardo"
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Component Analysis and Time Series Prediction
Gómez Ramírez, Eduardo; Martorell Rodon, Josep M.; Vilasís Cardona, Xavier (2001-10)The relation between component analysis (PCA and ICA) and Multi-resolution Filtering is explained and its use to improve the prediction error in a time series is shown. An example applying the previous ...