𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Detecting nonlinearity in multivariate time series

✍ Scribed by Milan Paluš


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
937 KB
Volume
213
Category
Article
ISSN
0375-9601

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Detecting outlier samples in multivariat
✍ Xiaoqing Weng; Junyi Shen 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 260 KB

Multivariate time series (MTS) samples which differ significantly from other MTS samples are referred to as outlier samples. In this paper, an algorithm designed to efficiently detect the top n outlier samples in MTS dataset, based on Solving Set, is proposed. An extended Frobenius Norm is used to c

Clustering multivariate time-series data
✍ Ashish Singhal; Dale E. Seborg 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 212 KB

## Abstract A new methodology for clustering multivariate time‐series data is proposed. The new methodology is based on calculating the degree of similarity between multivariate time‐series datasets using two similarity factors. One similarity factor is based on principal component analysis and the