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Multivariate analysis of short time series in terms of ensembles of correlation matrices

When dealing with non-stationary systems, for which many time series are available, it is common to divide time in epochs, i.e. smaller time intervals and deal with short time series in the hope to have some form of approximate stationarity on that time scale. We can then study time evolution by loo...

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Detalles Bibliográficos
Publicado en:Sci Rep
Main Authors: Vyas, Manan, Guhr, T., Seligman, T. H.
Formato: Artigo
Idioma:Inglês
Publicado: Nature Publishing Group UK 2018
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Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC6168610/
https://ncbi.nlm.nih.gov/pubmed/30279589
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/s41598-018-32891-4
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