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Up a level2021
Alshammri, Fayed and Pan, Jiazhu (2021) Moving dynamic principal component analysis for non-stationary multivariate time series. Computational Statistics, 36 (3). pp. 2247-2287. ISSN 1613-9658
Alshammri, Fayed and Pan, Jiazhu (2021) Generalized principal component analysis for moderately non-stationary vector time series. Journal of Statistical Planning and Inference, 212. pp. 201-225. ISSN 0378-3758
2020
Alshammri, Fayed Awdah M (2020) GTSPCA : Generalized Principal Component Analysis for Non-Stationary Vector Time Series. University of Strathclyde, Glasgow.
Alshammri, Fayed Awdah M (2020) MDPCA : Moving Dynamic Principal Component Analysis for Non-Stationary Multivariate Time Series. University of Strathclyde, Glasgow.
Alshammri, Fayed Awdah M (2020) MpermutMax : The Maximum Moving Cross-Correlation Method. University of Strathclyde, Glasgow.
Alshammri, Fayed Awdah M (2020) QMDPCA : Quadratic Moving Dynamic Principal Component Analysis for Non-Stationary Multivariate Time Series. University of Strathclyde, Glasgow.
Alshammri, Fayed Awdah M (2020) RCCM : Retained Component Criterion for the Moving Dynamic Principal Component Analysis. University of Strathclyde, Glasgow.
Alshammri, Fayed Awdah M (2020) RCCQ : Retained Component Criterion for the Quadratic Moving Dynamic Principal Component Analysis. University of Strathclyde, Glasgow.
Alshammri, Fayed Awdah M (2020) macf : Moving Auto- and Cross-correlation Function. University of Strathclyde, Glasgow.
Alshammri, Fayed Awdah M (2020) mcov : Moving Cross-covariance Matrix. University of Strathclyde, Glasgow.
2017
Alshammri, Fayed and Pan, Jiazhu (2017) Dimension reduction for stationary multivariate time series data. In: The Education, Research, Humanities, and Statistics International Conference, 2017-05-19 - 2019-05-19.