moving window

  1. T

    What is the best way to determine the convergence of data?

    I'm doing some research with Matlab (materials science related), and a lot of my work involves statistical analysis, of which I'm not super familiar with (so I apologize in advance if I'm not using proper terminology). For this project I'm measuring some data, and I want to come up with a way to...
  2. J

    Moving Window Principal Component Analysis

    Hi, I'm finishing my thesis we're I'm forming currency-hedge investment portfolios out of the PCA on the currencies. I need to do a PCA using a "moving-window" of the previous 60 months of data, throughout my entire data-set. If you want the "pseudo-code" is: -Run PCA using previous...