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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Detalles Bibliográficos
Autores principales: Cabrieto, Jedelyn, Tuerlinckx, Francis, Kuppens, Peter, Hunyadi, Borbála, Ceulemans, Eva
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5768740/
https://www.ncbi.nlm.nih.gov/pubmed/29335504
http://dx.doi.org/10.1038/s41598-017-19067-2

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5768740/
https://www.ncbi.nlm.nih.gov/pubmed/29335504
http://dx.doi.org/10.1038/s41598-017-19067-2

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