• factorcpt

  • Referenced in 6 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 7 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 4 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...
  • 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...
  • MSMBuilder

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

  • Referenced in 11 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 7 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 0 articles [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...
  • LAPACK

  • Referenced in 1642 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...
  • LSQR

  • Referenced in 367 articles [sw00530]
  • Algorithm 583: LSQR: Sparse Linear Equations and Least...
  • MapReduce

  • Referenced in 251 articles [sw00546]
  • MapReduce is a new parallel programming model initially...
  • Matlab

  • Referenced in 12309 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • mclust

  • Referenced in 260 articles [sw00563]
  • R package mclust: Normal Mixture Modeling for Model...
  • MuPAD

  • Referenced in 138 articles [sw00606]
  • MuPAD consists of a powerful symbolic engine, a...
  • R

  • Referenced in 8601 articles [sw00771]
  • R is a language and environment for statistical...
  • SUNDIALS

  • Referenced in 220 articles [sw00927]
  • SUNDIALS was implemented with the goal of providing...