PCA4TS: Segmenting Multiple Time Series by Contemporaneous Linear Transformation

To seek for a contemporaneous linear transformation for a multivariate time series such that the transformed series is segmented into several lower-dimensional subseries, and those subseries are uncorrelated with each other both contemporaneously and serially.

Version: 0.1
Depends: R (≥ 3.1.1)
Imports: tseries
Published: 2015-08-05
Author: Jinyuan Chang, Bin Guo and Qiwei Yao
Maintainer: Bin Guo <guobin1987 at pku.edu.cn>
License: GPL-2
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: PCA4TS results

Downloads:

Reference manual: PCA4TS.pdf
Package source: PCA4TS_0.1.tar.gz
Windows binaries: r-devel: PCA4TS_0.1.zip, r-release: PCA4TS_0.1.zip, r-oldrel: PCA4TS_0.1.zip
OS X Mavericks binaries: r-release: PCA4TS_0.1.tgz, r-oldrel: PCA4TS_0.1.tgz

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