Disentangling dynamic and stochastic modes in multivariate time series
A signal decomposition is presented that disentangles the deterministic and stochastic components of a multivariate time series. The dynamical component analysis (DyCA) algorithm is based on the assumption that an unknown set of ordinary differential equations (ODEs) describes the dynamics of the de...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2024-10-01
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| Series: | Frontiers in Applied Mathematics and Statistics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fams.2024.1456635/full |