Multivariate time series decomposition into oscillation components

DOI10.1162/NECO_A_00981MaRDI QIDQ5380830zbMATH OpenOpenAlexDBLPWikidataFDO

Authors T. Matsuda, Fumiyasu Komaki

Publication date 6 June 2019

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/neco_a_00981

zbMATH Keywords

multivariate time seriessunspot number data

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to physics (62P35) Radiative transfer in astronomy and astrophysics (85A25)

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Cites work

• Delay differential analysis of electroencephalographic data
• Delay differential analysis of time series
• Elements of multivariate time series analysis
• Estimation and information in stationary time series
• Estimation of parameters and eigenmodes of multivariate autoregressive models
• scientific article; zbMATH DE number 424580 (Why is no real title available?)
• scientific article; zbMATH DE number 3738710 (Why is no real title available?)
• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• scientific article; zbMATH DE number 3335601 (Why is no real title available?)
• Introduction to time series modeling. Translated from the Japanese by the author
• Time series decomposition into oscillation components and phase estimation

Cited in

(9)

• Component extraction analysis of multivariate time series
• Description of complex time series by multipoles
• Unique decomposition of low-order time series
• scientific article; zbMATH DE number 5485242 (Why is no real title available?)
• Predictive Oscillation Patterns: A Synthesis of Methods for Spatial-Temporal Decomposition of Random Fields
• Analysis of Modulated Multivariate Oscillations
• Time Series Source Separation Using Dynamic Mode Decomposition
• Time series decomposition into oscillation components and phase estimation
• The Effect of the Elimination of Trend on Oscillation in Time-Series

Describes a project that uses

Uses Software

• ARfit

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