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...

Descripción completa

Detalles Bibliográficos

Autor principal:	Gao, Zhaoxing
Formato:	Capítulo de libro
Lenguaje:	inglés
Publicado:	IntechOpen 2023
Materias:	Physical Sciences, Engineering and Technology
Acceso en línea:	https://www.intechopen.com/chapters/1153836
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!