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We present a method to test and monitor structural relationships between time variables. The distribution of the first eigenvalue for lagged correlation matrices (Tracy-Widom distribution) is used to test structural time relationships between variabl
Externí odkaz:
http://arxiv.org/abs/2307.04953
Autor:
Juan-Llacer, Leandro, Riquelme, David Parraga, Molina-Garcia-Pardo, Jose-Maria, Rodriguez, Jose-Victor, Martinez-Ingles, Maria-Teresa, Pascual-Garcia, Juan
Publikováno v:
IEEE Antennas & Wireless Propagation Letters; Jun2022, Vol. 21 Issue 6, p1183-1187, 5p
