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
-- ...................................................................... Stephanie MAHEVAS ([EMAIL PROTECTED]) 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 o \ o / _ o __| \ / |__ o _ \ o / o /|\ | /\ ___\o \o | o/ o/__ /\ | /|\ / \ / \ | \ /) | ( \ /o\ / ) | (\ / | / \ / \ ......................................................................
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