Dynamic Weighted Canonical Correlation Analysis for Auto-Regressive Modeling
نویسندگان
چکیده
منابع مشابه
Sparse Weighted Canonical Correlation Analysis
Given two data matrices X and Y , Sparse canonical correlation analysis (SCCA) is to seek two sparse canonical vectors u and v to maximize the correlation between Xu and Y v. However, classical and sparse CCA models consider the contribution of all the samples of data matrices and thus cannot identify an underlying specific subset of samples. To this end, we propose a novel Sparse weighted cano...
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ژورنال
عنوان ژورنال: IFAC-PapersOnLine
سال: 2020
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2020.12.121