Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Arvind Prasadan"'
Autor:
Jeremy D. Wendt, Richard Field, Cynthia Phillips, Arvind Prasadan, Tegan Wilson, Sucheta Soundarajan, Sanjukta Bhowmick
Publikováno v:
IEEE Transactions on Network Science and Engineering. 10:809-826
Autor:
Robert Forrest, Dan Krofcheck, Esther John, Hugh Galloway, Asael Sorensen, Carter Jameson, Connor Aubry, Arvind Prasadan, Jennifer Galasso, Eric Goodman
Publikováno v:
Anomaly Detection and Imaging with X-Rays (ADIX) VII.
Autor:
Dan Krofcheck, Esther John, Hugh Galloway, Asael Sorensen, Carter Jameson, Connor Aubry, Arvind Prasadan, Jennifer Galasso, Eric Goodman, Eion Blanchard, Robert Forrest
Publikováno v:
Anomaly Detection and Imaging with X-Rays (ADIX) VII.
Autor:
Dan Krofcheck, Esther John, Hugh Galloway, Asael Sorensen, Carter Jameson, Connor Aubrey, Arvind Prasadan, Robert Forrest
Publikováno v:
Anomaly Detection and Imaging with X-Rays (ADIX) VII.
Publikováno v:
Proposed for presentation at the Sandia MLDL Conference (virtual) held July 19-22, 2021 in , ..
Publikováno v:
CAMSAP
We analyze the Dynamic Mode Decomposition (DMD) algorithm in the noisy data setting. Previous work has shown that DMD is a source separation algorithm in disguise, i.e., that it is capable of unmixing linearly mixed time series. In this work, we anal
Autor:
Raj Rao Nadakuditi, Arvind Prasadan
The Dynamic Mode Decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamical system analysis, the extrac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d56fe20ec770c65727eea49ad342a78e
http://arxiv.org/abs/1903.01310
http://arxiv.org/abs/1903.01310
Autor:
Arvind Prasadan, Raj Rao Nadakuditi
Publikováno v:
GlobalSIP
We analyze the Dynamic Mode Decomposition (DMD) algorithm as applied to multivariate time-series data. Our analysis reveals the critical role played by the lag-one cross-correlation, or cross-covariance, terms. We show that when the rows of the multi
Autor:
Nadakuditi, Raj Rao1 (AUTHOR), Wu, Hao2 (AUTHOR) lingluan@umich.edu
Publikováno v:
Foundations of Computational Mathematics. Jun2023, Vol. 23 Issue 3, p973-1042. 70p.