Dear users
I would like to detect and estimate common patterns in a set of time
series. I have heard about the Dynamic Factor Analysis (DFA) which is a
multivariate time series analysis method to perform such analysis.
Does anybody know if there is a librairy dedicated to DFA?
Thank in advance
stephanie Mahevas
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Stephanie MAHEVAS (Stephanie.Mahevas at ifremer.fr)
IFREMER/MAERHA Tel: 02 40 37 41 81 Fax: 02 40 37 40 75
(Math?matiques Appliqu?es ? l'Evaluation
des Ressources Halieutiques et Aquacoles)
rue de l'?le d'Yeu
BP 21105 44311 NANTES Cedex 03
http://www.ifremer.fr/maerha
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