Scaled PCA: A New Approach to Dimension Reduction
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DOI: 10.1287/mnsc.2021.4020
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- Dashan Huang & Fuwei Jiang & Kunpeng Li & Guoshi Tong & Guofu Zhou, 2022. "Scaled PCA: A New Approach to Dimension Reduction," CEMA Working Papers 678, China Economics and Management Academy, Central University of Finance and Economics.
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Keywords
forecasting; PCA; big data; dimension reduction; machine learning;All these keywords.
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