Title of article :
Time-dependent frequency domain principal components analysis of multichannel non-stationary signals
Author/Authors :
Hernando Ombao، نويسنده , , Moon-ho Ringo Ho، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Multivariate locally stationary time series , principal components analysis , Time-varying eigenvaluesand eigenvectors , Time-varying spectral density matrix
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis