Segmentation of High-Dimensional Matrix-Variate Time Series
<p id="p1">In this chapter, we introduce a new segmentation method for high-dimensional matrix-variate time series. Specifically, we look for linear transformations to segment the matrix into many small sub-matrices for which each of them is uncorrelated with the others both contemporaneously and se...
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| Main Author: | |
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| Format: | Book Chapter |
| Language: | English |
| Published: |
IntechOpen
2023
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| Subjects: | |
| Online Access: | https://www.intechopen.com/chapters/1153836 |
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