further processed to suppress the artifacts. In our first approach, principal component analysis (PCA) is employed to suppress … artifacts. More importantly, the IMF-variance-based approach has provided significantly better performance than the EWT-PCA … based approach. Also, the IMF-variance based approach is computationally more efficient than the EWT-PCA based approach. Our …

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 …