Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum (Q2003229): Difference between revisions
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Revision as of 19:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum |
scientific article |
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Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum (English)
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16 July 2019
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multivariate time series analysis
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higher-order spectral analysis
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cross-bispectrum
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singular value decomposition
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Hellinger divergence
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