Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum
type: Item
instance of: scholarly article
title: Algorithm for the detection of changes in the dynamics of a multivariate time series via sliced cross-bispectrum
zbMATH Open document ID: 1427.62107
author: Kazimieras Pukenas
published in: Circuits, Systems, and Signal Processing
publication date: 2019-07-16T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 94A12
zbMATH DE Number: 7080933
zbMATH Keywords: multivariate time series analysis
zbMATH Keywords: higher-order spectral analysis
zbMATH Keywords: cross-bispectrum
zbMATH Keywords: singular value decomposition
zbMATH Keywords: Hellinger divergence
describes a project that uses: Matlab
MaRDI profile type: Publication
full work available at URL: s00034-017-0577-7
OpenAlex ID: W2616798531
cites work: Q3136730
cites work: Higher-order spectrum in understanding nonlinearity in EEG rhythms
cites work: The spectral envelope and its applications.
cites work: Detecting changes in coupling with Granger causality method from time series with fast transient processes
cites work: Manifold Learning for Latent Variable Inference in Dynamical Systems
DOI: 10.1007/S00034-017-0577-7
Recommended article: Multiscale spectral analysis for detecting short and long range change points in time series
Recommended article: Change points detection and parameter estimation for multivariate time series
Recommended article: Detection of multiple change-points in multivariate time series
Recommended article: A general procedure for change-point detection in multivariate time series
Recommended article: Time-based detection of changes to multivariate patterns
Recommended article: A multivariate descriptor method for change-point detection in nonlinear time series
Recommended article: The multiple filter test for change point detection in time series
Recommended article: Covariance changes detection in multivariate time series
Recommended article: Multiscale Change Point Detection
Recommended article: Detection of Changes in Multivariate Time Series With Application to EEG Data
description: scientific article; zbMATH DE number 7080933