Complex Principle Component Analysis on Dynamic Correlation Structure in Price Index Data
Kichikawa, Yuichi; Arai, Yuta; Iyetomi, Hiroshi
- 期刊名称Procedia Computer Science
- 作者Kichikawa, Yuichi; Arai, Yuta; Iyetomi, Hiroshi
- 卷第60卷
- 印刷ISSN1877-0509
- 文件大小403.96KB
- 发表时间2015
- DOI10.1016/j.procs.2015.08.294
- 页码1836-1845