Supervised kernel principal component analysis for forecasting
Puyi Fang, Zhaoxing Gao, Ruey S. Tsay
Topics & Concepts
Principal component analysisPrincipal component regressionKernel principal component analysisKernel (algebra)Artificial intelligenceComputer scienceDimensionality reductionDimension (graph theory)Machine learningKernel regressionNonparametric statisticsSupport vector machineRegressionVariable (mathematics)Kernel methodEconometricsData miningMathematicsStatisticsPure mathematicsCombinatoricsMathematical analysisSpectroscopy and Chemometric AnalysesAdvanced Statistical Methods and ModelsMarket Dynamics and Volatility