# Supervised dimension reduction for multivariate time series

> Research article (Econometrics and Statistics, 2017) · cited 16× · AI/ML

**Wikidata**: [openalex:W2604325284](https://www.wikidata.org/wiki/openalex:W2604325284)  
**Source**: https://4ort.xyz/entity/supervised-dimension-reduction-for-multivariate-time-series