Detecting changes in cross-sectional dependence in multivariate time series.
Axel BücherIvan KojadinovicTom RohmerJohan SegersPublished in: J. Multivar. Anal. (2014)
Keyphrases
- cross sectional
- multivariate time series
- multivariate time series data
- cross section
- blood vessels
- categorical data
- temporal data
- dimension reduction
- mri data
- autoregressive
- predicting future
- three dimensional
- temporal patterns
- ct scans
- boundary conditions
- computed tomography
- deformation field
- human motion
- singular value decomposition
- fully automatic
- optical flow
- support vector