• factorcpt

  • Referenced in 10 articles [sw18260]
  • point and factor analysis for high-dimensional time series. We propose the first comprehensive treatment ... high-dimensional time series factor models with multiple change-points in their second-order structure ... second-order structure of a high-dimensional time series, into the (relatively easier) problem ... point detection in the means of high-dimensional panel data. Our methodology circumvents the difficult...
  • GHICA

  • Referenced in 8 articles [sw25996]
  • observed high-dimensional time series and then individually and adaptively fit the resulting...
  • ARfit

  • Referenced in 38 articles [sw00046]
  • parameters of AR models from given time series data with a stepwise least squares algorithm ... particular when the data are high-dimensional. ARfit modules construct approximate confidence intervals ... assessed. Dynamical characteristics of the modeled time series can be examined by means...
  • InspectChangepoint

  • Referenced in 5 articles [sw15611]
  • method for estimating changepoints in high-dimensional time series. Multiple changepoints are estimated using...
  • SSA Toolbox

  • Referenced in 3 articles [sw13530]
  • algorithm linearly factorizes a high-dimensional time series into stationary and non-stationary components...
  • fabisearch

  • Referenced in 1 article [sw38226]
  • fabisearch: Change Point Detection in High-Dimensional Time Series Networks. Implementation of the Factorized Binary ... clustering) structure of multivariate high-dimensional time series. The method is motivated by the detection ... estimating a network between stationary multivariate time series, net.3dplot(), for plotting the estimated functional connectivity ... extensively tested on simulated multivariate high-dimensional time series data and fMRI data. For details...
  • HyperTools

  • Referenced in 2 articles [sw18876]
  • Bishop, 1999) to embed high-dimensional datasets in a lower-dimensional space, and plot ... trajectories for time series of high-dimensional observations. The trajectories may be plotted as interactive...
  • MpermutMax

  • Referenced in 1 article [sw38468]
  • both stationary and non-stationary multivariate time series. This method extended the Maximum Cross-Correlation ... account for non-stationary high-dimensional time series. Notice that the following library is needed...
  • MSMBuilder

  • Referenced in 2 articles [sw23802]
  • building statistical models of high-dimensional time-series data. It is designed with a particular...
  • WeightedPortTest

  • Referenced in 12 articles [sw12429]
  • Weighted Portmanteau Statistics for Time Series Goodness-of-Fit Testing’ accepted for publication ... Statistical Association: We exploit ideas from high-dimensional data analysis to derive new portmanteau tests...
  • SW1PerS

  • Referenced in 8 articles [sw17206]
  • method, SW1PerS, for quantifying periodicity in time series in a shape-agnostic manner and with ... evaluating the circularity of a high-dimensional representation of the signal. SW1PerS is compared...
  • COVAIN

  • Referenced in 1 article [sw10556]
  • toolbox for uni- and multivariate statistics, time- series and correlation network analysis and inverse estimation ... corresponding phenotypes. As metabolomics data are high-dimensional, statistical data analysis is complex. No single ... multivariate statistical analysis, Granger time-series analysis, pathway mapping, correlation network topology analysis and visualization...
  • lassopack

  • Referenced in 1 article [sw37548]
  • methods are suitable for the high-dimensional setting, where the number of predictors ... validation for cross-section, panel, and time-series data (cvlasso), and theory-driven (“rigorous...
  • GGobi

  • Referenced in 47 articles [sw00345]
  • GGobi is an open source visualization program for...
  • LAPACK

  • Referenced in 1701 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...
  • LSQR

  • Referenced in 394 articles [sw00530]
  • Algorithm 583: LSQR: Sparse Linear Equations and Least...
  • Maple

  • Referenced in 5369 articles [sw00545]
  • The result of over 30 years of cutting...
  • MapReduce

  • Referenced in 263 articles [sw00546]
  • MapReduce is a new parallel programming model initially...
  • Matlab

  • Referenced in 13488 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • mclust

  • Referenced in 308 articles [sw00563]
  • R package mclust: Normal Mixture Modeling for Model...