Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum (Q2003229)
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scientific article; zbMATH DE number 7080933
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| English | Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum |
scientific article; zbMATH DE number 7080933 |
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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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0.86206424
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0.86172396
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0.8585273
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0.85165274
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0.8456622
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0.84372455
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0.84341824
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