Time Series Source Separation Using Dynamic Mode Decomposition
DOI10.1137/19M1273256zbMath1445.37057arXiv1903.01310OpenAlexW3024770484MaRDI QIDQ5114419
Arvind Prasadan, Raj Rao Nadakuditi
Publication date: 23 June 2020
Published in: SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.01310
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Perturbation theory of linear operators (47A55) Eigenvalue problems for linear operators (47A75) Time series analysis of dynamical systems (37M10) Dynamical systems in numerical analysis (37N30)
Uses Software
Cites Work
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