Abstract: Extended dispersion entropy-based Lempel–Ziv complexity (EDELZC) can measure the irregularity or chaos of single-channel time series, which is one of the ideal tools for extracting fault ...
Halva—‘grapHical Analysis with Latent VAriables’—is a Python package dedicated to statistical analysis of multivariate ordinal data, designed specifically to handle missing values and latent variables ...
This paper studies nonparametric estimation of parameters of multivariate Hawkes processes. We consider the Bayesian setting and derive posterior concentration rates. First, rates are derived for ...
Monitoring the manufacturing process becomes a challenging task with a huge number of variables in traditional multivariate statistical process control (MSPC) methods. However, the rich information is ...
Introduction: Accurately predicting the remaining mechanical equipment is of great significance for ensuring the safe operation of the equipment and improving economic efficiency. Methods: To ...
ABSTRACT: Using the fact that a multivariate random sample of n observations also generates n nearest neighbour distance (NND) univariate observations and from these NND observations, a set of n ...
Abstract: Missing values means the absence of data items for an observation that can result in the loss of certain information. During surveys, there are often missing values or missing data because ...
excerpt: "Given a covariance matrix and a mean vector, how do we generate random vectors from the corresponding Gaussian model?" You may have used `mvnrnd` in Matlab or `multivariate_normal` in NumPy.