|
Web
Education
Viewing 1-1 of 1 total results
Financial time series forecasting using independent ...
An example is used for illustrating the concept of the TnA method.Fig. 2 shows four financial time series data, each of size 1 × 794, which can be combined as a mixture matrix X of size 4 × 794. After using ICA method to the matrix X, a de-mixing matrix W of size 4 × 4 and four ICs, each of size 1 × 794, can be estimated. The profiles of those four ICs are shown in Fig. 3.
|
