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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

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Publication:6611418

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DOI10.1088/1742-5468/ad0033MaRDI QIDQ6611418

Michael Schreckenberg, Thomas Guhr, Henrik M. Bette

Publication date: 26 September 2024

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

zbMATH Keywords

principal component analysis stochastic processes nonlinear dynamics correlations change detection non-stationarity

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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