• 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...

• Regularization tools

• Referenced in 689 articles [sw00797]
• Regularization Tools: A MATLAB package for Analysis and...

• SUNDIALS

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