matrix valued time seriesIn this article, we develop additive autoregressive models (Add鈥怉RM) for the time series data with matrix valued predictors. The proposed models assume separable row, column and lag effects of the matrix variables, attaining stronger interpretability when compared with ...
We formulate an optimal transport problem for matrix-valued density functions. This is pertinent in the spectral analysis of multivariable time-series. The "mass" represents energy at various frequencies whereas, in addition to a usual transportation cost across frequencies, a cost of rotation is als...
Walden, A.T., Serroukh, A.: Wavelet analysis of matrix-valued time-series. R. Soc. Lond. Proc. Ser. A Math. Phys. Eng. Sci. 458, 157–179 (2002) Article MathSciNet Google Scholar Xia, X.G., Suter, B.W.: Vector-valued wavelets and vector filter banks. IEEE Trans. Signal...
In this paper, the notion of matrix-valued multiresolution analysis of space L2(Rs,Cr×r)is introduced. A method for constructing biorthogonal matrix-valued multidimensional wavelet packets is developed and their properties are discussed by means of time-frequency analysis method, matrix theory and ...
We introduce matrix-valued weight functions of arbitrary size, which are analogues of the weight function for the Gegenbauer or ultraspherical polynomials for the parameter\nu >0. The LDU-decomposition of the weight is explicitly given in terms of Gegenbauer polynomials. We establish a matrix-valued...
Time-series data are widespread and have inspired numerous research works in machine learning and data analysis fields for the classification and clustering of temporal data. While there are several clustering methods for univariate time series and a few
aLove is a feeling, love is a feeling; let the woman think constantly of the feelings, let the man think constantly of is the feeling. Feeling time precipitation, feeling disappeared with time. 爱是感觉,爱是感觉; 让妇女经常认为感觉,让人经常认为是感觉。 感觉时间降雨雪,感觉消失了以时间。[tr...
Dynamic transport networks with observations generated on the edges can be formed as a matrix observed over time. Although it is natural to turn the matrix observations into a long vector, and then use the standard vector time series models for analysis, it is often the case that the columns...
Although it is natural to turn a matrix observation into a long vector then use standard vector time series models or factor analysis, it is often the case that the columns and rows of a matrix represent different sets of information that are closely interrelated in a very structural way. We...
We present a particular formulation of optimal transport for matrix-valued density functions. Our aim is to devise a geometry which is suitable for comparing power spectral densities of multivariable time series. More specifically, the value of a power spectral density at a given frequency, whi...