Variable grouping in multivariate time series via correlation.

Allan Tucker Stephen Swift Xiaohui Liu

Published in: IEEE Trans. Syst. Man Cybern. Part B (2001)

Keyphrases

multivariate time series
multivariate time series data
temporal patterns
temporal data
phase space reconstruction
categorical data
autoregressive
spatial structure
multiscale
probabilistic model
dimension reduction
data mining
image segmentation
linear discriminant analysis