Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum (Q2003229)
From MaRDI portal
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 |
Statements
Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum (English)
0 references
16 July 2019
0 references
multivariate time series analysis
0 references
higher-order spectral analysis
0 references
cross-bispectrum
0 references
singular value decomposition
0 references
Hellinger divergence
0 references
