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Sensitivity of principal components to system changes in the presence of non-stationarity - MaRDI portal

Sensitivity of principal components to system changes in the presence of non-stationarity (Q6611418)

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scientific article; zbMATH DE number 7919343
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English
Sensitivity of principal components to system changes in the presence of non-stationarity
scientific article; zbMATH DE number 7919343

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    Sensitivity of principal components to system changes in the presence of non-stationarity (English)
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    26 September 2024
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    change detection
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    non-stationarity
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    nonlinear dynamics
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    stochastic processes
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    correlations
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    principal component analysis
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