Finding stationary subspaces in multivariate time series.

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Summary

This Letter proposes a novel technique, stationary subspace analysis (SSA), that decomposes a multivariate time series into its stationary and nonstationary part and succeeds in finding stationary components that lead to a significantly improved prediction accuracy and meaningful topographic maps which contribute to a better understanding of the underlyingnonstationary brain processes.

Type
article
Published
2009-11-20
Cited by
256
References
0

Keywords

Multivariate statistics, Series (stratigraphy), Linear subspace, Computer science, Subspace topology

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