相关论文: Dimensionality reduction for time series data

We propose a dynamic multiplicative factor model for process data, which arise from complex problem-solving items, an emerging testing mode in large-scale educational assessment. The proposed model can be viewed as an extension of the…

Dynamic inner principal component analysis (DiPCA) is a powerful method for the analysis of time-dependent multivariate data. DiPCA extracts dynamic latent variables that capture the most dominant temporal trends by solving a large-scale,…

This paper deals with the factor modeling for high-dimensional time series based on a dimension-reduction viewpoint. Under stationary settings, the inference is simple in the sense that both the number of factors and the factor loadings are…

Factor analysis is a widely used technique for dimension reduction in high-dimensional data. However, a key challenge in factor models lies in the interpretability of the latent factors. One intuitive way to interpret these factors is…

Multivariate time series can often have a large number of dimensions, whether it is due to the vast amount of collected features or due to how the data sources are processed. Frequently, the main structure of the high-dimensional time…

Principal Component Analysis (PCA) is a dimension reduction technique. It produces inconsistent estimators when the dimensionality is moderate to high, which is often the problem in modern large-scale applications where algorithm…

Molecular simulations produce very high-dimensional data-sets with millions of data points. As analysis methods are often unable to cope with so many dimensions, it is common to use dimensionality reduction and clustering methods to reach a…

We introduce a novel longitudinal mixed model for analyzing complex multidimensional functional data, addressing challenges such as high-resolution, structural complexities, and computational demands. Our approach integrates dimension…

Analyzing demographic data collected across multiple populations, time periods, and age groups is challenging due to the interplay of high dimensionality, demographic heterogeneity among groups, and stochastic variability within smaller…

The statistical analysis of tree structured data is a new topic in statistics with wide application areas. Some Principal Component Analysis (PCA) ideas were previously developed for binary tree spaces. In this study, we extend these ideas…

Random projection is widely used as a method of dimension reduction. In recent years, its combination with standard techniques of regression and classification has been explored. Here we examine its use with principal component analysis…

This article considers a novel and widely applicable approach to modeling high-dimensional dependent data when a large number of explanatory variables are available and the signal-to-noise ratio is low. We postulate that a $p$-dimensional…

Factor models are widely used across diverse areas of application for purposes that include dimensionality reduction, covariance estimation, and feature engineering. Traditional factor models can be seen as an instance of linear embedding…

Time series with multiple periodically correlated components is a complex problem with comparatively limited prior research. Most existing time series models are designed to accommodate simple periodically correlated components and tend to…

Principal component analysis (PCA) is very popular to perform dimension reduction. The selection of the number of significant components is essential but often based on some practical heuristics depending on the application. Only few works…

In statistical learning, high covariate dimensionality poses challenges for robust prediction and inference. To address this challenge, supervised dimension reduction is often performed, where dependence on the outcome is maximized for a…

Dynamic Mode Decomposition (DMD) is a data-driven decomposition technique extracting spatio-temporal patterns of time-dependent phenomena. In this paper, we perform a comprehensive theoretical analysis of various variants of DMD. We provide…

The paper describes the use of Bayesian regression for building time series models and stacking different predictive models for time series. Using Bayesian regression for time series modeling with nonlinear trend was analyzed. This approach…

High-dimensional matrix-variate time series data are becoming widely available in many scientific fields, such as economics, biology, and meteorology. To achieve significant dimension reduction while preserving the intrinsic matrix…

In Bayesian inverse problems sampling the posterior distribution is often a challenging task when the underlying models are computationally intensive. To this end, surrogates or reduced models are often used to accelerate the computation.…