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Original Articles

Principal component analysis and interpolation of stochastic processes: methods and simulation

, &
Pages 251-267 | Published online: 28 Jul 2006
 

Abstract

This work proposes a theoretical and experimental study of the Principal Component Analysis of a stochastic Process (PCAP). It aims to clarify the theoretical framework and provides a simulation experimental basis for evaluating potential errors when using the PCAP as a mapping technique.

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