of spatial-temporal data. A simulation study underlines the superior performance of stPCA if compared to the original PCA …

Analysis (PCA) algorithms. The performance of different treatments is compared in the extensive simulation study under several … typical data generating processes and recommendations are made. An application of PLS and PCA algorithms with non …

Principal Component Analysis (PCA) is a common procedure for the analysis of financial market data, such as implied … volatility smiles or interest rate curves. Recently, Pelsser and Lord [11] raised the question whether PCA results may not be … with foreign exchange option markets. For this matrix structure, PCA effects which are interpreted as shift, skew and …

power when high numbers of variables but only limited observations are available. We apply PCA-DEA for radial efficiency … while maintaining most of the variation in the original data. Our results suggest that the PCA-DEA methodology reduces the … variables without substantially reducing the discriminatory power of the model. -- Efficiency analysis ; DEA ; PCA ; company …