Functional Principal Components Analysis of Shanghai Stock Exchange 50 Index
نویسندگان
چکیده
منابع مشابه
Persian Handwriting Analysis Using Functional Principal Components
Principal components analysis is a well-known statistical method in dealing with large dependent data sets. It is also used in functional data for both purposes of data reduction as well as variation representation. On the other hand "handwriting" is one of the objects, studied in various statistical fields like pattern recognition and shape analysis. Considering time as the argument,...
متن کاملFunctional Analysis of Iranian Temperature and Precipitation by Using Functional Principal Components Analysis
Extended Abstract. When data are in the form of continuous functions, they may challenge classical methods of data analysis based on arguments in finite dimensional spaces, and therefore need theoretical justification. Infinite dimensionality of spaces that data belong to, leads to major statistical methodologies and new insights for analyzing them, which is called functional data analysis (FDA...
متن کاملConditional functional principal components analysis
This work proposes an extension of the functional principal components analysis, or Karhunen-Loève expansion, which can take into account non-parametrically the effects of an additional covariate. Such models can also be interpreted as non-parametric mixed effects models for functional data. We propose estimators based on kernel smoothers and a data-driven selection procedure of the smoothing p...
متن کاملOn convergence of sample and population Hilbertian functional principal components
In this article we consider the sequences of sample and population covariance operators for a sequence of arrays of Hilbertian random elements. Then under the assumptions that sequences of the covariance operators norm are uniformly bounded and the sequences of the principal component scores are uniformly sumable, we prove that the convergence of the sequences of covariance operators would impl...
متن کاملStatistical analysis of the price index of Tehran Stock Exchange
This paper presents a statistical analysis of Tehran Price Index (TePIx) for the period of 1992 to 2004. The results present asymmetric property of the return distribution which tends to the right hand of the mean. Also the return distribution can be fitted by a stable Lévy distribution and the tails are very fatter than the gaussian distribution. We estimate the tail index of the TePIx returns...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Discrete Dynamics in Nature and Society
سال: 2014
ISSN: 1026-0226,1607-887X
DOI: 10.1155/2014/365204