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Stationary subspace analysis based on second-order statistics - MaRDI portal

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

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

    Statements

    title
    Stationary subspace analysis based on second-order statistics (English)
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    author
    Lea Flumian
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    Markus Matilainen
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    Klaus Nordhausen
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    Sara Taskinen
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    publication date
    15 September 2023
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    zbMATH Keywords
    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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    cites work
    Q4642510
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    Q3093344
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    Q4986365
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    Identifiers

    arXiv ID
    2103.06148
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    Mathematics Subject Classification ID
    62Hxx
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    62Mxx
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    62Gxx
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    zbMATH DE Number
    7738639
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    Wikidata QID
    Q122259856
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    OpenAlex ID
    W3134405815
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