gdpc: An R Package for Generalized Dynamic Principal Components

Dublin Core

Title

gdpc: An R Package for Generalized Dynamic Principal Components

Subject

dimensionality reduction, high-dimensional time series, R.

Description

gdpc is an R package for the computation of the generalized dynamic principal components proposed in Peña and Yohai (2016). In this paper, we briefly introduce the problem
of dynamical principal components, propose a solution based on a reconstruction criteria
and present an automatic procedure to compute the optimal reconstruction. This solution
can be applied to the non-stationary case, where the components need not be a linear
combination of the observations, as is the case in the proposal of Brillinger (1981). This
article discusses some new features that are included in the package and that were not
considered in Peña and Yohai (2016). The most important one is an automatic procedure
for the identification of both the number of lags to be used in the generalized dynamic
principal components as well as the number of components required for a given reconstruction accuracy. These tools make it easy to use the proposed procedure in large data
sets. The procedure can also be used when the number of series is larger than the number
of observations. We describe an iterative algorithm and present an example of the use of
the package with real data

Creator

Daniel Peña

Source

https://www.jstatsoft.org/article/view/v092c02

Publisher

Universidad Carlos III
de Madrid

Date

February 2020

Contributor

Fajar bagus W

Format

PDF

Language

Inggris

Type

Text

Files

Citation

Daniel Peña, “gdpc: An R Package for Generalized Dynamic Principal Components,” Repository Horizon University Indonesia, accessed March 14, 2025, https://repository.horizon.ac.id/items/show/8118.