An algorithm for arbitrary–order cumulant tensor calculation in a sliding window of data streams

High-order cumulant tensors carry information about statistics of non-normally distributed multivariate data. In this work we present a new efficient algorithm for calculation of cumulants of arbitrary orders in a sliding window for data streams. We show that this algorithm offers substantial speedu...

Ausführliche Beschreibung

Bibliografische Detailangaben

Hauptverfasser:	Domino Krzysztof, Gawron Piotr
Format:	Artigo
Sprache:	Inglês
Veröffentlicht:	Sciendo 2019-03-01
Schriftenreihe:	International Journal of Applied Mathematics and Computer Science
Schlagworte:	high order cumulants time-series statistics non-normally distributed data data streaming
Online-Zugang:	https://doi.org/10.2478/amcs-2019-0015
Tags:	Tag hinzufügen Keine Tags, Fügen Sie das erste Tag hinzu!