Principal Component Analysis for Weighted Data in the Procedure of Multidimensional Statistical Forecasting

Purpose of the research. Let’s assume that the dynamics of the state of some object is being investigated. Its state is described by a system of specified indicators. Among them, some may be a linear combination of other indicators. The aim of any forecasting procedure is to solve two problems: firs...

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Bibliographic Details

Published in:	Статистика и экономика Vol. 18; no. 2; pp. 4 - 11
Main Authors:	V. V. Nikitin, D. V. Bobin
Format:	Journal Article
Language:	English
Published:	Plekhanov Russian University of Economics 12-05-2021
Subjects:	multidimensional statistical forecasting weighted principal component analysis
Online Access:	Get full text
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