
factorcpt
 Referenced in 10 articles
[sw18260]
 point and factor analysis for highdimensional time series. We propose the first comprehensive treatment ... highdimensional time series factor models with multiple changepoints in their secondorder structure ... secondorder structure of a highdimensional time series, into the (relatively easier) problem ... point detection in the means of highdimensional panel data. Our methodology circumvents the difficult...

GHICA
 Referenced in 8 articles
[sw25996]
 observed highdimensional 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 highdimensional. 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 highdimensional time series. Multiple changepoints are estimated using...

SSA Toolbox
 Referenced in 3 articles
[sw13530]
 algorithm linearly factorizes a highdimensional time series into stationary and nonstationary components...

fabisearch
 Referenced in 1 article
[sw38226]
 fabisearch: Change Point Detection in HighDimensional Time Series Networks. Implementation of the Factorized Binary ... clustering) structure of multivariate highdimensional 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 highdimensional time series data and fMRI data. For details...

HyperTools
 Referenced in 2 articles
[sw18876]
 Bishop, 1999) to embed highdimensional datasets in a lowerdimensional space, and plot ... trajectories for time series of highdimensional observations. The trajectories may be plotted as interactive...

MpermutMax
 Referenced in 1 article
[sw38468]
 both stationary and nonstationary multivariate time series. This method extended the Maximum CrossCorrelation ... account for nonstationary highdimensional time series. Notice that the following library is needed...

MSMBuilder
 Referenced in 2 articles
[sw23802]
 building statistical models of highdimensional timeseries data. It is designed with a particular...

WeightedPortTest
 Referenced in 12 articles
[sw12429]
 Weighted Portmanteau Statistics for Time Series GoodnessofFit Testing’ accepted for publication ... Statistical Association: We exploit ideas from highdimensional data analysis to derive new portmanteau tests...

SW1PerS
 Referenced in 8 articles
[sw17206]
 method, SW1PerS, for quantifying periodicity in time series in a shapeagnostic manner and with ... evaluating the circularity of a highdimensional 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 highdimensional, statistical data analysis is complex. No single ... multivariate statistical analysis, Granger timeseries analysis, pathway mapping, correlation network topology analysis and visualization...

lassopack
 Referenced in 1 article
[sw37548]
 methods are suitable for the highdimensional setting, where the number of predictors ... validation for crosssection, panel, and timeseries data (cvlasso), and theorydriven (“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 highlevel language and interactive...

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