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Data analysis for numerical and categorical individual time‐series

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  • G. Saporta

Abstract

Principal components analysis and correspondence analysis may be generalized to handle time‐dependent data. For real‐valued data the basic tool is the Karhunen‐Loeve decomposition. For categorical processes harmonic analysis is presented in terms of reciprocal averaging. Details are given for approximated and interpolated solutions.

Suggested Citation

  • G. Saporta, 1985. "Data analysis for numerical and categorical individual time‐series," Applied Stochastic Models and Data Analysis, John Wiley & Sons, vol. 1(2), pages 109-119.
    • Handle: RePEc:wly:apsmda:v:1:y:1985:i:2:p:109-119
    DOI: 10.1002/asm.3150010204
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