Generating random AR(p) and MA(q) Toeplitz correlation matrices.
Chi Tim NgHarry JoePublished in: J. Multivar. Anal. (2010)
Keyphrases
- correlation matrix
- systems of linear equations
- augmented reality
- least squares
- singular value decomposition
- correlation coefficient
- real time
- case study
- database
- information retrieval
- power law
- artificial intelligence
- feature extraction
- bayesian networks
- human computer interaction
- covariance matrix
- machine learning