Keywords: Multivariate Time Series
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2017) 25 (2): 229–253.
Published: 31 May 2017
...Hwanseok Choi; Cheolwoo Lee; Jin Q Jeon Conventional time series modeling may not satisfy the model validity for short-period time series data. In this study, we apply the Kernel Variant Multi-Way Principal Component Analysis (KMPCA) to cluster multivariate time series data which havemultiple...

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