Abstract: With the proliferation of multivariate time series data in various fields, this paper proposes an anomaly detection method based on modelling the correlation of multivariate time series. The ...

MMER is a Python package for multivariate mixed-effects regression featuring a modular fixed-effects component. It supports parametric and non-parametric machine learning regressors (neural networks, ...

Streaming has undoubtedly changed how we watch movies. While nothing can replace the theatrical experience, the pros of streaming ultimately outweigh the cons. That being said, the prices are getting ...

This is a translation of the MEMD (Multivariate Empirical Mode Decomposition) code from Matlab to Python. The Matlab code was developed by [1] and is freely available ...

Python is convenient and flexible, yet notably slower than other languages for raw computational speed. The Python ecosystem has compensated with tools that make crunching numbers at scale in Python ...

In recent years, the advent of great technological advances has produced a wealth of very high-dimensional data, and combining high-dimensional information from multiple sources is becoming ...

ABSTRACT: In many applications, such as in multivariate meta-analysis or in the construction of multivariate models from summary statistics, the covariance of regression coefficients needs to be ...

For the case where the multivariate normal population does not have null correlations, we give the exact expression of the distribution of the sample matrix of correlations R, with the sample ...