141 citations
- University of TurkuFI10 papers
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3 papers · 1 filter
stat.ME2021★ 3 cited
Stationary subspace analysis based on second-order statistics
Lea Flumian, Markus Matilainen, Klaus Nordhausen +1
In stationary subspace analysis (SSA) one assumes that the observable p-variate time series is a linear mixture of a k-variate nonstationary time series and a (p-k)-variate station…
stat.ME2018★ 9 cited
Sliced Average Variance Estimation for Multivariate Time Series
Markus Matilainen, Christophe Croux, Klaus Nordhausen +1
Supervised dimension reduction for time series is challenging as there may be temporal dependence between the response and the predictors . Recently a time serie…
stat.ME2018★ 13 cited
On the number of signals in multivariate time series
Markus Matilainen, Klaus Nordhausen, Joni Virta
We assume a second-order source separation model where the observed multivariate time series is a linear mixture of latent, temporally uncorrelated time series with some components…