A Consistent Independence Test for Multivariate Time-Series.

Ronak D. Mehta Cencheng Shen Ting Xu Joshua T. Vogelstein

Published in: CoRR (2019)

Keyphrases

multivariate time series
multivariate time series data
dimension reduction
temporal data
categorical data
phase space reconstruction
data mining
machine learning
support vector
image processing
unsupervised learning
temporal patterns