Dynamic Principal Component Analysis for the Construction of High-Frequency Economic Indicators

• المؤلفون الرئيسيون: Lim, Brian Godwin, Ong, Hans Jarett, Tan, Renzo Roel P, Ikeda, Kazushi
• التنسيق: text
• منشور في: Archīum Ateneo 2024
• الموضوعات: Anomaly detection; Dynamic principal component analysis; Economic indicator; Computer Sciences; Databases and Information Systems; Physical Sciences and Mathematics
• الوصول للمادة أونلاين: https://archium.ateneo.edu/qmit-faculty-pubs/31; https://doi.org/10.1007/978-981-97-2977-7_40

Recent progress in data analysis and machine learning has enabled the efficient processing of large data; however, the public sector has yet to fully adopt these advancements. The study investigates the application of dynamic principal component analysis in offering real-time insights into various f...