Multivariate time series modeling and classification via hierarchical VAR mixtures

Computational Statistics and Data Analysis

Volumn 51, Issue 3, 2006, Pages 1445-1462

  Prado, Raquel ^a   Molina, Francisco ^b   Huerta, Gabriel ^c  

^a University of California Santa Cruz   (United States)

^b University of New Mexico ^*  (Spain)

^c UNIVERSITY OF NEW MEXICO   (United States)

Author keywords

BIC based model search; EEG analysis; Hierarchical mixtures; Multivariate non stationary time series; Vector autoregressions

Indexed keywords

DATABASE SYSTEMS; ELECTROENCEPHALOGRAPHY; HIERARCHICAL SYSTEMS; MATHEMATICAL MODELS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

BIC-BASED MODEL SEARCH; HIERARCHICAL MIXTURES; MULTIVARIATE NON-STATIONARY TIME SERIES; VECTOR AUTOREGRESSIONS;

MULTIVARIABLE SYSTEMS;

EID: 33750811992     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2006.03.002     Document Type: Article

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