DocumentCode
3051662
Title
A multivariate time varying autoregressive modeling of nonstationary covariance time series
Author
Gersch, W. ; Gevins, A. ; Kitagawa, G.
Author_Institution
University of Hawaii Honolulu, Hawaii
fYear
1983
fDate
- Dec. 1983
Firstpage
579
Lastpage
584
Abstract
A time varying multivariate auto-regressive modeling of nonstationary time series is shown. An orthogonal polynomial Householder transformation least squares regression analysis modeling and the use of Akaike´s AIC for subset selection are the key ideas in this method. Frequency domain relative power contribution computations yield an interpretation of the changing with time relationships in the analysis of single trial evoked potential electroencephalogram data.
Keywords
Brain modeling; Electroencephalography; Time varying systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1983. The 22nd IEEE Conference on
Conference_Location
San Antonio, TX, USA
Type
conf
DOI
10.1109/CDC.1983.269585
Filename
4047616
Link To Document