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Data analysis for numerical and categorical individual time-series. (English) Zbl 0587.62172
Principal components analysis and correspondence analysis may be generalized to handle time-dependent data. For real-valued data the basic tool is the Karhunen-Loève decomposition. For categorical processes harmonic analysis is presented in terms of reciprocal averaging. Details are given for approximated and interpolated solutions.

MSC:
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H25 Factor analysis and principal components; correspondence analysis
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