This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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346
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Type:
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Contributed
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Date/Time:
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Tuesday, August 3, 2010 : 10:30 AM to 12:20 PM
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Sponsor:
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Business and Economic Statistics Section
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| Abstract - #308423 |
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Title:
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Principal Components Analysis for Multivariate Point Processes
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Author(s):
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Victor Solo*+ and Ahmed Pasha
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Companies:
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University of New South Wales and University of New South Wales
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Address:
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School of Electrical Engineering, Kensington, 2073, Australia
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Keywords:
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point process ;
duration data ;
neuroscience
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Abstract:
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Demand from application areas such as financial duration data and neuroscience are requiring an intensive development of multivariate point process methods to provide techniques similar to those of multivariate time series. Here we discuss apparently for the first time a PCA for point processes that preserves the inter event information.
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Authors who are presenting talks have a * after their name.
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