Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing (Q1705542)
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scientific article; zbMATH DE number 6850805
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| English | Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing |
scientific article; zbMATH DE number 6850805 |
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Dynamics \& sparsity in latent threshold factor models: a study in multivariate EEG signal processing (English)
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16 March 2018
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dynamic factor models
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dynamic sparsity
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EEG time series
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factor-augmented vector autoregression
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impulse response
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multivariate time series
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sparse time-varying loadings
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time-series decomposition
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transfer response factor models
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0.733298659324646
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0.723659098148346
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0.7235669493675232
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