Time-dependent frequency domain principal components analysis of multichannel non-stationary signals

Hernando Ombao، نويسنده , , Moon-ho Ringo Ho، نويسنده ,

روزنامه با شماره پیاپی سال 2006

22

2339

2360

Multivariate locally stationary time series , principal components analysis , Time-varying spectral density matrix , Time-varying eigenvaluesand eigenvectors

Computational Statistics and Data Analysis

2006

Computational Statistics and Data Analysis

308049