A Multitaper Test For The Detection of Non-Stationary Processes Using Canonical Correlation Analysis.
François A. MarshallGlen TakaharaDavid J. ThomsonPublished in: SSP (2018)
Keyphrases
- non stationary
- change point detection
- autoregressive
- adaptive algorithms
- detection algorithm
- concept drift
- random fields
- data mining
- blind source separation
- temporal evolution
- empirical mode decomposition
- object detection
- image data
- signal processing
- financial time series
- fractional brownian motion
- detection of moving objects