Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous multiple change-point and factor analysis for high-dimensional time series |
scientific article |
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Simultaneous multiple change-point and factor analysis for high-dimensional time series (English)
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29 August 2018
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piecewise stationary factor model
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change-point detection
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principal component analysis
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wavelet transformation
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double CUSUM binary segmentation
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