Stationary subspace analysis based on second-order statistics (Q6049301)

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scientific article; zbMATH DE number 7738639
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Stationary subspace analysis based on second-order statistics
scientific article; zbMATH DE number 7738639

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    Stationary subspace analysis based on second-order statistics (English)
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    15 September 2023
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    autocorrelation
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    joint diagonalization
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    multivariate time series
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    second-order stationary
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    supervised dimension reduction
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