Estimation of linear filter banks for multivariate time series prediction with temporal principal component analysis

Martijn van Veelen, J. A. G. Nijhuis, Lambert Spaanenburg. Estimation of linear filter banks for multivariate time series prediction with temporal principal component analysis. In International Joint Conference Neural Networks, IJCNN 1999, Washington, DC, USA, July 10-16, 1999. pages 2624-2628, IEEE, 1999. [doi]

Abstract

Abstract is missing.