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Results tagged with moving-window
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user 32235
A window is a fixed-length subset of consecutive observations of a time series. The window is moved along the time series at a constant rate. AKA "rolling window".
3
votes
0
answers
438
views
Good book / resource for learning about moving window PCA?
I would like recommendations on textbooks (or online resources) covering MWPCA theoretically and with application examples (preferably in R, but also in Python, Mathematica, Matlab).
A brief intro:
…
4
votes
1
answer
4k
views
Moving window PCA vs local PCA vs kernel PCA vs rolling PCA
All all these terms mean the same thing?
Are there other terms for MWPCA?
Are there any decent online references to theory and applications?
Which term is most popular (if they are equivalent)?
I'm …
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