DPCA

代码说明：

  动态PCA方法，引入动态时间l，考虑变量本身的时序自相关性，同时还分析变量之间的时序相关性,把PCA方法应用到动态数据矩阵。 (Dynamic PCA method, introducing dynamic time l, consider the timing of the variable itself autocorrelation, also analyzed the correlation between the timing variables, the PCA method is applied to dynamic data matrix.)