Algorithm 808

DOI10.1145/382043.382316MaRDI QIDQ5460990zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Tapio Schneider, Arnold Neumaier

Publication date 20 July 2005

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/382043.382316

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Packaged methods for numerical algorithms (65Y15)

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• scientific article; zbMATH DE number 3913498

Cited in

(14)

• Decomposition of the multi-dimensional time series identification problem
• A comparison of multivariate autoregressive estimators
• ARfit
• Fitting of one ARMA model to multiple trials increases the time resolution of instantaneous coherence
• Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data
• Portfolio construction using bootstrapping neural networks: evidence from global stock market
• Assessing cortico-hippocampal functional connectivity under anesthesia and kainic acid using generalized partial directed coherence
• A novel method for the identification of synchronization effects in multichannel ECoG with an application to epilepsy
• Detecting effective connectivity in networks of coupled neuronal oscillators
• Discriminative learning of propagation and spatial pattern for motor imagery EEG analysis
• Forecasting linear dynamical systems using subspace methods
• Learning about structural errors in models of complex dynamical systems
• Separation theorem for independent subspace analysis and its consequences
• Exploiting temporal feature integration for generalized sound recognition

Describes a project that uses

Uses Software

• Matlab
• mctoolbox

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