JASA Mar 20, 2026

Localized Sparse Principal Component Analysis of Multivariate Time Series in the Frequency Domain

Authors
Amita Manatunga Jamshid Namdari Fabio Ferrarelli Robert T. Krafty
Research Topics
Machine Learning High-Dimensional Statistics Time Series
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2026.2645460
  • Published:
    March 20, 2026
  • Added to Tracker:
    Mar 21, 2026
Author Details
Amita Manatunga
Author
Jamshid Namdari
Author
Fabio Ferrarelli
Author
Robert T. Krafty
Author
Research Topics & Keywords
Machine Learning
Research Area
High-Dimensional Statistics
Research Area
Time Series
Research Area
Citation Information
APA Format
Amita Manatunga , Jamshid Namdari , Fabio Ferrarelli & Robert T. Krafty (2026) . Localized Sparse Principal Component Analysis of Multivariate Time Series in the Frequency Domain. Journal of the American Statistical Association , 10.1080/01621459.2026.2645460.
BibTeX Format
@article{paper1076,
  title = { Localized Sparse Principal Component Analysis of Multivariate Time Series in the Frequency Domain },
  author = { Amita Manatunga and Jamshid Namdari and Fabio Ferrarelli and Robert T. Krafty },
  journal = { Journal of the American Statistical Association },
  year = { 2026 },
  doi = { 10.1080/01621459.2026.2645460 },
  url = { https://doi.org/10.1080/01621459.2026.2645460 }
}
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