Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10480751 | Physica A: Statistical Mechanics and its Applications | 2012 | 11 Pages |
Abstract
⺠We generalize factor analysis by including time correlations of latent variables. ⺠We adopt an efficient algorithm for the inversion of block-tridiagonal matrices. ⺠Our modelling allows one to make predictions of the future values of time series. ⺠We apply our method on gene expression data from cell culture HeLa.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
M. Zamparo, S. Stramaglia, J.R. Banavar, A. Maritan,