Tensor time series change-point detection in cryptocurrency network data
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Cites work
- A Counterexample to the Possibility of an Extension of the Eckart--Young Low-Rank Approximation Theorem for the Orthogonal Rank Tensor Decomposition
- A test for a change in a parameter occurring at an unknown point
- Analysis of individual differences in multidimensional scaling via an \(n\)-way generalization of ``Eckart-Young decomposition
- Change Point Detection in Dynamic Networks via Regularized Tensor Decomposition
- Covariance changes detection in multivariate time series
- Detecting Changes in Covariance via Random Matrix Theory
- Detecting multiple generalized change-points by isolating single ones
- Detection of changes in multivariate time series with application to EEG data
- Estimating whole-brain dynamics by using spectral clustering
- Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences
- Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
- Nonparametric Anomaly Detection on Time Series of Graphs
- Optimal covariance change point localization in high dimensions
- Scan statistics on Enron graphs
- Selecting among three-mode principal component models of different types and complexities: a numerical convex hull based method
- Tensor Decompositions and Applications
- Testing and Locating Variance Changepoints with Application to Stock Prices
- The expression of a tensor or a polyadic as a sum of products.
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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