EOSC 510 Homework #2
(1) Analyze the given data file (
PCA.mat file in Matlab 7 format
) using principal component analysis (PCA). The dataset contains 4 time series x1, x2, x3 and x4.
(2) From the given data file (
CCA.mat file in Matlab 7 format
), perform canonical correlation analysis between the two groups of time series, x1, x2, x3 and y1, y2, y3.