Adaptive wavelet domain principal component analysis for nonstationary time series

Knight, Marina Iuliana orcid.org/0000-0001-9926-6092, Nunes, Matthew A. and Hargreaves, Jessica K. orcid.org/0000-0002-7173-7902 (2024) Adaptive wavelet domain principal component analysis for nonstationary time series. Journal of Computational and Graphical Statistics. ISSN 1537-2715

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Item Type: Article
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This is an author-produced version of the published paper. Uploaded in accordance with the University’s Research Publications and Open Access policy.
Dates:
  • Accepted: 8 December 2023
  • Published: 2 January 2024
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Funding Information:
Funder
Grant number
EPSRC
EP/X002195/1
Depositing User: Pure (York)
Date Deposited: 12 Dec 2023 12:10
Last Modified: 02 Apr 2025 23:26
Published Version: https://doi.org/10.1080/10618600.2023.2301069
Status: Published
Refereed: Yes
Identification Number: 10.1080/10618600.2023.2301069
Open Archives Initiative ID (OAI ID):

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Description: Adaptive Wavelet Domain Principal Component Analysis for Nonstationary Time Series

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