Tag Archives: wavelet

Principal Components applied to Red Noise

We’ve obviously spent quite a bit of time analyzing the effect of the weird and incorrect MBH principal components method on red noise series. We’ve not argued that doing the principal components calculation correctly necessarily results in a meaningful index, only that doing it incorrectly cannot result in a meaningful index. One thing that I […]

Follow

Get every new post delivered to your Inbox.

Join 3,115 other followers