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Testing for the Presence of Correlation Changes in a Multivariate Time Series: A Permutation Based Approach
Detecting abrupt correlation changes in multivariate time series is crucial in many application fields such as signal processing, functional neuroimaging, climate studies, and financial analysis. To detect such changes, several promising correlation change tests exist, but they may suffer from sever...
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| Publicado no: | Sci Rep |
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| Main Authors: | , , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Nature Publishing Group UK
2018
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC5768740/ https://ncbi.nlm.nih.gov/pubmed/29335504 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/s41598-017-19067-2 |
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