Spectral Correlation Hub Screening of Multivariate Time Series (Q5358736)

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scientific article; zbMATH DE number 6778315
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Spectral Correlation Hub Screening of Multivariate Time Series
scientific article; zbMATH DE number 6778315

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    Spectral Correlation Hub Screening of Multivariate Time Series (English)
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    21 September 2017
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    complex-valued correlation screening
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    spectral correlation analysis
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    Gaussian stationary processes
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    hub screening
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    correlation graph
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    correlation network
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    spatiotemporal analysis of multivariate time series
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    high-dimensional data analysis
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