PLS regression on a stochastic process
نویسندگان
چکیده
Partial least squares (PLS) regression on an L2-continuous stochastic process is an extension of the 2nite set case of predictor variables. The PLS components existence as eigenvectors of some operator and convergence properties of the PLS approximation are proved. The results of an application to stock-exchange data will be compared with those obtained by other methods. c © 2003 Elsevier B.V. All rights reserved.
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ورودعنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 48 شماره
صفحات -
تاریخ انتشار 2005