catch22: CAnonical Time-series CHaracteristics
نویسندگان
چکیده
منابع مشابه
On Canonical Analysis of Multivariate Time Series
Canonical correlation analysis has been widely used in the literature to identify the underlying structure of a multivariate linear time series. Most of the studies assume that the innovations to the multivariate system are Gaussian. On the other hand, there are many applications in which the normality assumption is either questionable or clearly inadequate. For example, most empirical time ser...
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ژورنال
عنوان ژورنال: Data Mining and Knowledge Discovery
سال: 2019
ISSN: 1384-5810,1573-756X
DOI: 10.1007/s10618-019-00647-x